-5.5%
ETN vs CI
+21.2%
-26.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.4% | -13.2% | -8.7% |
| 7D | -10.1% | +3.5% | -13.7% | -9.0% |
| 30D | -18.4% | +12.6% | -31.0% | -15.6% |
| 3M | -20.4% | +12.1% | -32.5% | -17.8% |
| 6M | -16.0% | +10.6% | -26.6% | -13.7% |
| YTD | +11.8% | +12.8% | -1.1% | +15.7% |
| 1Y | -5.5% | +18.0% | -23.5% | -1.4% |
| All | -5.5% | +21.2% | -26.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling