+122.4%
ETN vs CL
+41.7%
+80.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -9.3% | +2.6% | -11.9% | -9.1% |
| 30D | -17.3% | +11.8% | -29.1% | -16.8% |
| 3M | -20.1% | +5.9% | -26.1% | -19.7% |
| 6M | -11.3% | +13.3% | -24.6% | -11.1% |
| YTD | +12.5% | +27.1% | -14.6% | +11.6% |
| 1Y | -5.6% | +28.0% | -33.6% | -6.4% |
| 3Y | +65.6% | +39.4% | +26.2% | +47.5% |
| 5Y | +122.4% | +40.8% | +81.7% | +96.3% |
| All | +122.4% | +41.7% | +80.7% | +96.3% |
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