+81.1%
ETN vs CP
+19.7%
+61.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.1% |
| 7D | +6.2% | +0.6% | +5.6% | +5.9% |
| 30D | -6.7% | -0.5% | -6.2% | -6.5% |
| 3M | +3.6% | +0.1% | +3.5% | +3.2% |
| 6M | +18.3% | +7.8% | +10.5% | +13.3% |
| YTD | +31.5% | +22.9% | +8.6% | +18.1% |
| 1Y | +20.6% | +21.3% | -0.7% | +8.7% |
| All | +81.1% | +19.7% | +61.4% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling