+235.3%
ETN vs CPNG
-76.2%
+311.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.6% |
| 7D | +3.5% | -1.1% | +4.6% | +3.7% |
| 30D | -7.5% | -7.4% | -0.2% | -6.7% |
| 3M | +8.3% | -12.3% | +20.7% | +9.8% |
| 6M | +20.2% | -19.4% | +39.6% | +22.4% |
| YTD | +34.7% | -35.9% | +70.6% | +40.7% |
| 1Y | +19.4% | -53.4% | +72.9% | +29.6% |
| 3Y | +85.5% | -20.0% | +105.5% | +87.3% |
| 5Y | +186.6% | -49.6% | +236.2% | +185.1% |
| All | +235.3% | -76.2% | +311.5% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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