+544.6%
ETN vs COO
+41.1%
+503.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +3.6% | +0.5% | +3.1% | +3.5% |
| 30D | -13.4% | +14.2% | -27.6% | -18.0% |
| 3M | -21.9% | -18.2% | -3.7% | -16.9% |
| 6M | -12.8% | +5.3% | -18.1% | -17.0% |
| YTD | +12.1% | -23.6% | +35.6% | +21.5% |
| 1Y | +0.8% | -12.7% | +13.5% | +3.1% |
| 3Y | +64.5% | -24.2% | +88.7% | +70.3% |
| 5Y | +121.7% | -40.0% | +161.7% | +150.9% |
| All | +544.6% | +41.1% | +503.5% | +462.5% |
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