+19.4%
ETN vs CLF
+6.0%
+13.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.0% | +3.6% |
| 7D | +3.5% | -3.5% | +7.1% | +4.1% |
| 30D | -7.5% | -1.6% | -6.0% | -7.4% |
| 3M | +8.3% | -12.0% | +20.4% | +10.1% |
| 6M | +20.2% | +30.0% | -9.8% | +15.0% |
| YTD | +34.7% | -9.2% | +43.9% | +34.0% |
| 1Y | +19.4% | +2.3% | +17.2% | +16.4% |
| All | +19.4% | +6.0% | +13.5% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling