+1,177.5%
ETN vs CG
+341.4%
+836.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.6% |
| 7D | +8.0% | -1.3% | +9.3% | +8.5% |
| 30D | -5.9% | -3.2% | -2.8% | -5.0% |
| 3M | +5.0% | +6.2% | -1.2% | +2.1% |
| 6M | +22.4% | -4.7% | +27.1% | +23.6% |
| YTD | +33.6% | -20.6% | +54.3% | +44.1% |
| 1Y | +22.1% | -26.4% | +48.5% | +35.0% |
| 3Y | +85.6% | +55.4% | +30.2% | +48.2% |
| 5Y | +179.2% | +9.8% | +169.4% | +143.4% |
| 10Y | +687.3% | +341.4% | +346.0% | +300.3% |
| All | +1,177.5% | +341.4% | +836.1% | +541.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling