+706.7%
ETN vs CMI
+516.5%
+190.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.7% | +3.1% |
| 7D | +3.5% | -0.7% | +4.2% | +4.1% |
| 30D | -7.5% | -12.4% | +4.9% | +2.2% |
| 3M | +8.3% | -14.8% | +23.1% | +22.5% |
| 6M | +20.2% | +0.8% | +19.4% | +19.9% |
| YTD | +34.7% | +10.2% | +24.5% | +24.9% |
| 1Y | +19.4% | +37.4% | -18.0% | -6.4% |
| 3Y | +85.5% | +153.3% | -67.8% | -9.9% |
| 5Y | +186.6% | +167.6% | +19.0% | +29.9% |
| All | +706.7% | +516.5% | +190.2% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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