+19,963.1%
ETN vs COO
+5,988.7%
+13,974.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.6% |
| 7D | +2.0% | -2.2% | +4.2% | +2.2% |
| 30D | -7.9% | -7.0% | -0.9% | -7.4% |
| 3M | -1.6% | +12.2% | -13.8% | -2.7% |
| 6M | +16.9% | -15.1% | +32.0% | +18.2% |
| YTD | +30.1% | -15.1% | +45.2% | +31.5% |
| 1Y | +19.3% | +2.3% | +17.0% | +18.7% |
| 3Y | +82.5% | -23.7% | +106.2% | +85.0% |
| 5Y | +166.8% | -38.9% | +205.8% | +174.4% |
| 10Y | +649.7% | +49.9% | +599.8% | +626.7% |
| All | +19,963.1% | +5,988.7% | +13,974.4% | +17,154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling