+19,963.1%
ETN vs CP
+7,669.4%
+12,293.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.3% |
| 7D | +2.0% | -2.7% | +4.7% | +3.2% |
| 30D | -7.9% | +0.2% | -8.1% | -8.0% |
| 3M | -1.6% | +2.6% | -4.2% | -3.0% |
| 6M | +16.9% | +6.0% | +10.9% | +13.4% |
| YTD | +30.1% | +24.9% | +5.1% | +17.2% |
| 1Y | +19.3% | +20.1% | -0.8% | +9.2% |
| 3Y | +82.5% | +16.4% | +66.1% | +67.5% |
| 5Y | +166.8% | +31.7% | +135.1% | +128.8% |
| 10Y | +649.7% | +223.9% | +425.9% | +337.1% |
| All | +19,963.1% | +7,669.4% | +12,293.6% | +3,971.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling