+64.5%
ETN vs COO
-24.0%
+88.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +3.6% | +0.5% | +3.1% | +3.6% |
| 30D | -13.4% | +14.2% | -27.6% | -15.2% |
| 3M | -21.9% | -18.2% | -3.7% | -19.5% |
| 6M | -12.8% | +5.3% | -18.1% | -15.0% |
| YTD | +12.1% | -23.6% | +35.6% | +18.0% |
| 1Y | +0.8% | -12.7% | +13.5% | +2.7% |
| 3Y | +64.5% | -24.2% | +88.7% | +67.6% |
| All | +64.5% | -24.0% | +88.5% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling