+20,176.5%
ETN vs CLX
+2,294.7%
+17,881.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.1% |
| 7D | +6.2% | -4.9% | +11.2% | +7.4% |
| 30D | -6.7% | -15.8% | +9.1% | -3.0% |
| 3M | +3.6% | -7.9% | +11.5% | +5.0% |
| 6M | +18.3% | -19.0% | +37.4% | +23.1% |
| YTD | +31.5% | -7.9% | +39.4% | +32.5% |
| 1Y | +20.6% | -25.4% | +45.9% | +27.3% |
| 3Y | +82.5% | -35.0% | +117.6% | +96.5% |
| 5Y | +177.8% | -36.8% | +214.5% | +196.5% |
| 10Y | +705.0% | -1.4% | +706.4% | +630.8% |
| All | +20,176.5% | +2,294.7% | +17,881.8% | +9,224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling