+19,963.1%
ETN vs CL
+4,870.0%
+15,093.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.9% |
| 7D | +2.0% | -2.2% | +4.2% | +2.7% |
| 30D | -7.9% | -4.8% | -3.1% | -6.5% |
| 3M | -1.6% | +4.9% | -6.5% | -4.0% |
| 6M | +16.9% | -5.7% | +22.6% | +17.8% |
| YTD | +30.1% | +14.4% | +15.7% | +22.7% |
| 1Y | +19.3% | +8.7% | +10.6% | +13.9% |
| 3Y | +82.5% | +30.0% | +52.5% | +60.1% |
| 5Y | +166.8% | +28.4% | +138.5% | +134.2% |
| 10Y | +649.7% | +50.1% | +599.6% | +514.9% |
| All | +19,963.1% | +4,870.0% | +15,093.1% | +6,122.8% |
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