+675.9%
ETN vs CL
+55.9%
+620.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +3.0% | -2.4% | +5.5% | +3.7% |
| 30D | -10.9% | -4.8% | -6.1% | -9.8% |
| 3M | +9.2% | -1.7% | +11.0% | +9.0% |
| 6M | +13.9% | -3.8% | +17.7% | +14.1% |
| YTD | +29.5% | +13.3% | +16.3% | +22.8% |
| 1Y | +14.2% | +8.3% | +5.9% | +9.5% |
| 3Y | +79.9% | +28.8% | +51.0% | +53.1% |
| 5Y | +175.7% | +28.5% | +147.1% | +133.2% |
| All | +675.9% | +55.9% | +620.0% | +526.4% |
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 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