+177.8%
ETN vs CNH
+12.3%
+165.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.5% |
| 7D | +6.2% | +1.8% | +4.4% | +5.3% |
| 30D | -6.7% | +32.6% | -39.3% | -16.9% |
| 3M | +3.6% | +29.4% | -25.8% | -7.2% |
| 6M | +18.3% | +26.0% | -7.7% | +6.6% |
| YTD | +31.5% | +52.2% | -20.8% | +10.1% |
| 1Y | +20.6% | +23.9% | -3.3% | +8.8% |
| 3Y | +82.5% | +10.1% | +72.4% | +67.4% |
| 5Y | +177.8% | +13.2% | +164.6% | +144.4% |
| All | +177.8% | +12.3% | +165.5% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling