+177.8%
ETN vs CLF
-47.6%
+225.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +6.2% | -2.7% | +8.9% | +6.8% |
| 30D | -6.7% | -3.2% | -3.5% | -6.2% |
| 3M | +3.6% | -5.0% | +8.6% | +3.9% |
| 6M | +18.3% | +26.6% | -8.3% | +11.7% |
| YTD | +31.5% | -9.0% | +40.4% | +30.8% |
| 1Y | +20.6% | +11.8% | +8.7% | +13.3% |
| 3Y | +82.5% | -15.1% | +97.6% | +71.6% |
| 5Y | +177.8% | -48.2% | +226.0% | +172.6% |
| All | +177.8% | -47.6% | +225.4% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling