+544.6%
ETN vs CLF
+74.2%
+470.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.0% |
| 7D | +3.6% | +10.4% | -6.8% | +1.4% |
| 30D | -13.4% | +0.6% | -14.0% | -13.7% |
| 3M | -21.9% | +4.1% | -26.0% | -23.0% |
| 6M | -12.8% | +15.1% | -27.9% | -16.7% |
| YTD | +12.1% | -4.7% | +16.8% | +9.7% |
| 1Y | +0.8% | +20.4% | -19.5% | -6.2% |
| 3Y | +64.5% | -23.4% | +87.9% | +56.7% |
| 5Y | +121.7% | -43.3% | +165.0% | +114.5% |
| All | +544.6% | +74.2% | +470.4% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling