+190.4%
ETN vs COO
-52.5%
+242.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.1% |
| 7D | +3.5% | -22.5% | +26.1% | +10.2% |
| 30D | -7.5% | -29.7% | +22.2% | +0.9% |
| 3M | +8.3% | -20.1% | +28.5% | +13.6% |
| 6M | +20.2% | -26.9% | +47.1% | +29.3% |
| YTD | +34.7% | -34.2% | +68.9% | +49.7% |
| 1Y | +19.4% | -21.3% | +40.7% | +24.8% |
| 3Y | +85.5% | -38.7% | +124.2% | +103.1% |
| All | +190.4% | -52.5% | +242.9% | +247.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling