+179.2%
ETN vs CL
+30.0%
+149.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.7% |
| 7D | +8.0% | -1.4% | +9.4% | +8.0% |
| 30D | -5.9% | -5.2% | -0.7% | -5.9% |
| 3M | +5.0% | +3.3% | +1.7% | +4.3% |
| 6M | +22.4% | -4.4% | +26.8% | +22.4% |
| YTD | +33.6% | +13.9% | +19.7% | +31.5% |
| 1Y | +22.1% | +7.6% | +14.5% | +21.2% |
| 3Y | +85.6% | +29.6% | +56.0% | +61.0% |
| 5Y | +179.2% | +28.1% | +151.2% | +141.3% |
| All | +179.2% | +30.0% | +149.2% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling