+85.6%
ETN vs CL
+28.9%
+56.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.6% |
| 7D | +8.0% | -1.4% | +9.4% | +7.6% |
| 30D | -5.9% | -5.2% | -0.7% | -7.3% |
| 3M | +5.0% | +3.3% | +1.7% | +5.8% |
| 6M | +22.4% | -4.4% | +26.8% | +21.4% |
| YTD | +33.6% | +13.9% | +19.7% | +38.6% |
| 1Y | +22.1% | +7.6% | +14.5% | +25.8% |
| 3Y | +85.6% | +29.6% | +56.0% | +75.9% |
| All | +85.6% | +28.9% | +56.7% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling