+20,513.9%
ETN vs CTAS
+23,132.7%
-2,618.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +8.0% | 0.0% | +8.1% | +8.1% |
| 30D | -5.9% | -1.0% | -4.9% | -5.6% |
| 3M | +5.0% | +15.8% | -10.8% | -1.7% |
| 6M | +22.4% | -1.0% | +23.4% | +21.1% |
| YTD | +33.6% | +7.4% | +26.2% | +28.0% |
| 1Y | +22.1% | -0.1% | +22.3% | +20.0% |
| 3Y | +85.6% | +66.3% | +19.3% | +49.1% |
| 5Y | +179.2% | +111.0% | +68.3% | +105.3% |
| 10Y | +687.3% | +662.9% | +24.4% | +268.5% |
| All | +20,513.9% | +23,132.7% | -2,618.8% | +4,486.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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