+81.1%
ETN vs CNH
+9.4%
+71.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.4% |
| 7D | +6.2% | +1.8% | +4.4% | +5.4% |
| 30D | -6.7% | +32.6% | -39.3% | -16.2% |
| 3M | +3.6% | +29.4% | -25.8% | -6.4% |
| 6M | +18.3% | +26.0% | -7.7% | +7.4% |
| YTD | +31.5% | +52.2% | -20.8% | +12.0% |
| 1Y | +20.6% | +23.9% | -3.3% | +9.7% |
| All | +81.1% | +9.4% | +71.7% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling