+17,486.9%
ETN vs CP
+7,941.4%
+9,545.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +10.1% | +0.9% | +9.2% | +9.7% |
| 30D | -15.9% | +10.3% | -26.3% | -19.9% |
| 3M | -21.7% | +2.3% | -24.0% | -22.9% |
| 6M | -10.1% | +10.7% | -20.8% | -14.8% |
| YTD | +14.0% | +29.3% | -15.3% | +0.6% |
| 1Y | -1.7% | +31.5% | -33.1% | -13.8% |
| 3Y | +67.9% | +36.7% | +31.2% | +42.8% |
| 5Y | +125.5% | +26.8% | +98.8% | +95.7% |
| 10Y | +553.3% | +260.1% | +293.2% | +262.6% |
| All | +17,486.9% | +7,941.4% | +9,545.5% | +3,395.9% |
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