+706.7%
ETN vs COO
+17.0%
+689.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.1% |
| 7D | +3.5% | -22.5% | +26.1% | +13.2% |
| 30D | -7.5% | -29.7% | +22.2% | +4.8% |
| 3M | +8.3% | -20.1% | +28.5% | +16.1% |
| 6M | +20.2% | -26.9% | +47.1% | +32.9% |
| YTD | +34.7% | -34.2% | +68.9% | +55.3% |
| 1Y | +19.4% | -21.3% | +40.7% | +27.0% |
| 3Y | +85.5% | -38.7% | +124.2% | +110.2% |
| 5Y | +186.6% | -52.2% | +238.8% | +258.8% |
| All | +706.7% | +17.0% | +689.7% | +628.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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