+9,268.5%
ETN vs COR
+17,045.1%
-7,776.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -2.8% | +6.4% | +4.2% |
| 30D | -7.5% | +2.6% | -10.1% | -8.1% |
| 3M | +8.3% | +14.5% | -6.1% | +4.5% |
| 6M | +20.2% | -7.8% | +28.0% | +21.0% |
| YTD | +34.7% | -4.2% | +38.9% | +34.0% |
| 1Y | +19.4% | +7.0% | +12.4% | +15.5% |
| 3Y | +85.5% | +85.5% | 0.0% | +55.1% |
| 5Y | +186.6% | +181.2% | +5.4% | +115.9% |
| 10Y | +724.7% | +404.7% | +320.0% | +433.3% |
| All | +9,268.5% | +17,045.1% | -7,776.6% | +3,486.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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