+3,986.2%
ETN vs CME
+7,387.0%
-3,400.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | +8.0% | -2.9% | +10.9% | +9.1% |
| 30D | -5.9% | +5.5% | -11.4% | -7.8% |
| 3M | +5.0% | +11.0% | -6.0% | +0.4% |
| 6M | +22.4% | -9.7% | +32.1% | +25.0% |
| YTD | +33.6% | +4.9% | +28.8% | +29.1% |
| 1Y | +22.1% | +10.1% | +12.0% | +15.5% |
| 3Y | +85.6% | +53.5% | +32.1% | +52.2% |
| 5Y | +179.2% | +77.2% | +102.1% | +114.7% |
| 10Y | +687.3% | +282.1% | +405.2% | +352.8% |
| All | +3,986.2% | +7,387.0% | -3,400.8% | +1,007.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling