+125.5%
ETN vs CI
+48.8%
+76.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | +10.1% | -1.7% | +11.9% | +10.2% |
| 30D | -15.9% | +4.9% | -20.8% | -16.2% |
| 3M | -21.7% | +7.4% | -29.1% | -22.1% |
| 6M | -10.1% | +0.4% | -10.5% | -10.2% |
| YTD | +14.0% | +9.5% | +4.5% | +12.7% |
| 1Y | -1.7% | +12.0% | -13.7% | -3.1% |
| 3Y | +67.9% | +7.1% | +60.8% | +61.2% |
| 5Y | +125.5% | +49.3% | +76.2% | +86.9% |
| All | +125.5% | +48.8% | +76.7% | +86.9% |
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