+179.8%
ETN vs CI
+46.1%
+133.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.7% |
| 7D | +6.2% | -1.1% | +7.3% | +6.3% |
| 30D | -6.7% | +0.5% | -7.2% | -6.8% |
| 3M | +3.6% | -5.2% | +8.8% | +4.0% |
| 6M | +18.3% | +4.3% | +14.0% | +17.3% |
| YTD | +31.5% | +2.8% | +28.7% | +30.5% |
| 1Y | +20.6% | -5.8% | +26.4% | +20.5% |
| 3Y | +82.5% | +4.7% | +77.8% | +73.2% |
| All | +179.8% | +46.1% | +133.7% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling