+544.6%
ETN vs CI
+146.2%
+398.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +3.6% | +1.2% | +2.4% | +3.2% |
| 30D | -13.4% | +2.6% | -16.0% | -14.4% |
| 3M | -21.9% | +7.4% | -29.3% | -24.2% |
| 6M | -12.8% | -0.1% | -12.7% | -14.1% |
| YTD | +12.1% | +9.7% | +2.4% | +6.5% |
| 1Y | +0.8% | +12.1% | -11.3% | -5.0% |
| 3Y | +64.5% | +7.0% | +57.5% | +47.7% |
| 5Y | +121.7% | +49.7% | +72.0% | +65.0% |
| All | +544.6% | +146.2% | +398.4% | +301.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling