+706.7%
ETN vs CME
+282.4%
+424.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.8% |
| 7D | +3.5% | -1.6% | +5.1% | +4.1% |
| 30D | -7.5% | +5.6% | -13.1% | -9.4% |
| 3M | +8.3% | +5.6% | +2.7% | +5.6% |
| 6M | +20.2% | -8.3% | +28.4% | +22.6% |
| YTD | +34.7% | +4.3% | +30.3% | +30.0% |
| 1Y | +19.4% | +9.1% | +10.4% | +12.7% |
| 3Y | +85.5% | +52.1% | +33.5% | +45.7% |
| 5Y | +186.6% | +79.7% | +106.9% | +102.0% |
| All | +706.7% | +282.4% | +424.3% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling