+675.9%
ETN vs CNH
+157.1%
+518.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.2% |
| 7D | +3.0% | -2.5% | +5.5% | +4.0% |
| 30D | -10.9% | +27.0% | -37.9% | -20.9% |
| 3M | +9.2% | +32.6% | -23.4% | -5.5% |
| 6M | +13.9% | +23.6% | -9.7% | +1.3% |
| YTD | +29.5% | +47.8% | -18.3% | +5.7% |
| 1Y | +14.2% | +21.3% | -7.1% | +1.6% |
| 3Y | +79.9% | +7.0% | +72.9% | +62.8% |
| 5Y | +175.7% | +10.2% | +165.5% | +135.0% |
| All | +675.9% | +157.1% | +518.8% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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