+64.5%
ETN vs CNH
+29.5%
+35.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +3.6% | +3.0% | +0.6% | +2.5% |
| 30D | -13.4% | -0.6% | -12.8% | -13.5% |
| 3M | -21.9% | +14.6% | -36.5% | -26.9% |
| 6M | -12.8% | +11.8% | -24.5% | -18.0% |
| YTD | +12.1% | +30.4% | -18.3% | -0.3% |
| 1Y | +0.8% | +19.1% | -18.2% | -7.6% |
| 3Y | +64.5% | +30.2% | +34.3% | +45.4% |
| All | +64.5% | +29.5% | +35.0% | +45.4% |
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