+190.4%
ETN vs CME
+78.0%
+112.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +4.0% |
| 7D | +3.5% | -1.6% | +5.1% | +3.6% |
| 30D | -7.5% | +5.6% | -13.1% | -7.6% |
| 3M | +8.3% | +5.6% | +2.7% | +8.4% |
| 6M | +20.2% | -8.3% | +28.4% | +21.6% |
| YTD | +34.7% | +4.3% | +30.3% | +33.9% |
| 1Y | +19.4% | +9.1% | +10.4% | +17.9% |
| 3Y | +85.5% | +52.1% | +33.5% | +64.9% |
| All | +190.4% | +78.0% | +112.5% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling