+709.6%
ETN vs CNH
+64.7%
+644.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +1.7% |
| 7D | +2.0% | +23.3% | -21.3% | -7.1% |
| 30D | -7.9% | +33.5% | -41.4% | -19.3% |
| 3M | -1.6% | +32.7% | -34.3% | -13.9% |
| 6M | +16.9% | +22.2% | -5.3% | +5.3% |
| YTD | +30.1% | +57.7% | -27.6% | +4.7% |
| 1Y | +19.3% | +28.0% | -8.7% | +4.6% |
| 3Y | +82.5% | +11.5% | +71.0% | +63.6% |
| 5Y | +166.8% | +11.9% | +155.0% | +130.4% |
| 10Y | +649.7% | +162.8% | +486.9% | +318.0% |
| All | +709.6% | +64.7% | +644.9% | +386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling