+544.6%
ETN vs CP
+257.3%
+287.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +3.6% | +2.1% | +1.5% | +2.4% |
| 30D | -13.4% | +9.3% | -22.7% | -18.4% |
| 3M | -21.9% | +0.5% | -22.4% | -22.7% |
| 6M | -12.8% | +10.4% | -23.2% | -18.9% |
| YTD | +12.1% | +28.7% | -16.6% | -5.5% |
| 1Y | +0.8% | +33.2% | -32.3% | -16.8% |
| 3Y | +64.5% | +38.4% | +26.0% | +28.8% |
| 5Y | +121.7% | +26.2% | +95.5% | +78.8% |
| All | +544.6% | +257.3% | +287.3% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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