+85.5%
ETN vs CLX
-36.5%
+122.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.0% |
| 7D | +3.5% | -5.7% | +9.2% | +3.5% |
| 30D | -7.5% | -17.0% | +9.5% | -7.7% |
| 3M | +8.3% | -9.7% | +18.0% | +8.4% |
| 6M | +20.2% | -19.8% | +40.0% | +20.9% |
| YTD | +34.7% | -9.8% | +44.5% | +36.2% |
| 1Y | +19.4% | -26.2% | +45.6% | +21.2% |
| 3Y | +85.5% | -36.2% | +121.7% | +103.5% |
| All | +85.5% | -36.5% | +122.0% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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