+544.6%
ETN vs CL
+88.0%
+456.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.1% |
| 7D | +3.6% | +3.2% | +0.4% | +2.9% |
| 30D | -13.4% | +8.0% | -21.4% | -15.2% |
| 3M | -21.9% | +7.9% | -29.8% | -23.6% |
| 6M | -12.8% | +14.7% | -27.5% | -16.9% |
| YTD | +12.1% | +29.2% | -17.1% | +2.5% |
| 1Y | +0.8% | +29.5% | -28.7% | -8.0% |
| 3Y | +64.5% | +40.7% | +23.8% | +37.7% |
| 5Y | +121.7% | +43.9% | +77.9% | +82.1% |
| All | +544.6% | +88.0% | +456.6% | +379.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling