-5.5%
ETN vs CNC
+122.0%
-127.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +12.6% | -22.5% | -8.2% |
| 7D | -10.1% | +13.4% | -23.5% | -8.5% |
| 30D | -18.4% | +18.2% | -36.6% | -16.6% |
| 3M | -20.4% | +18.6% | -39.1% | -18.7% |
| 6M | -16.0% | +41.9% | -57.9% | -13.2% |
| YTD | +11.8% | +84.7% | -72.9% | +15.4% |
| 1Y | -5.5% | +110.5% | -116.0% | -2.6% |
| All | -5.5% | +122.0% | -127.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling