+17,189.5%
ETN vs CL
+5,512.1%
+11,677.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.2% |
| 7D | +3.6% | +3.2% | +0.4% | +2.6% |
| 30D | -13.4% | +8.0% | -21.4% | -15.9% |
| 3M | -21.9% | +7.9% | -29.8% | -24.3% |
| 6M | -12.8% | +14.7% | -27.5% | -17.9% |
| YTD | +12.1% | +29.2% | -17.1% | +1.1% |
| 1Y | +0.8% | +29.5% | -28.7% | -9.2% |
| 3Y | +64.5% | +40.7% | +23.8% | +40.2% |
| 5Y | +121.7% | +43.9% | +77.9% | +86.6% |
| 10Y | +542.2% | +87.2% | +455.0% | +387.7% |
| All | +17,189.5% | +5,512.1% | +11,677.5% | +5,028.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling