-5.5%
ETN vs CL
+33.4%
-38.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.3% | -13.1% | -8.0% |
| 7D | -10.1% | +7.7% | -17.8% | -6.3% |
| 30D | -18.4% | +15.2% | -33.6% | -12.3% |
| 3M | -20.4% | +7.3% | -27.8% | -16.6% |
| 6M | -16.0% | +17.0% | -33.0% | -10.9% |
| YTD | +11.8% | +28.0% | -16.2% | +22.3% |
| 1Y | -5.5% | +32.1% | -37.6% | +4.4% |
| All | -5.5% | +33.4% | -38.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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