+84.1%
ETN vs CLF
-14.9%
+99.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.1% |
| 7D | +8.0% | +6.5% | +1.5% | +6.7% |
| 30D | -5.9% | +0.2% | -6.2% | -6.1% |
| 3M | +5.0% | -3.1% | +8.0% | +4.9% |
| 6M | +22.4% | +25.0% | -2.6% | +16.0% |
| YTD | +33.6% | -7.5% | +41.1% | +32.6% |
| 1Y | +22.1% | +11.5% | +10.6% | +14.8% |
| All | +84.1% | -14.9% | +99.0% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling