+17,250.8%
ETN vs CL
+5,423.1%
+11,827.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -9.3% | +2.6% | -11.9% | -10.1% |
| 30D | -17.3% | +11.8% | -29.1% | -20.6% |
| 3M | -20.1% | +5.9% | -26.1% | -22.1% |
| 6M | -11.3% | +13.3% | -24.6% | -16.2% |
| YTD | +12.5% | +27.1% | -14.6% | +2.0% |
| 1Y | -5.6% | +28.0% | -33.6% | -14.7% |
| 3Y | +65.6% | +39.4% | +26.2% | +41.5% |
| 5Y | +122.4% | +40.8% | +81.7% | +88.5% |
| 10Y | +531.4% | +84.9% | +446.6% | +381.4% |
| All | +17,250.8% | +5,423.1% | +11,827.7% | +5,072.5% |
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