-1.7%
ETN vs CB
+28.2%
-29.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.2% |
| 7D | +10.1% | 0.0% | +10.1% | +10.3% |
| 30D | -15.9% | +7.4% | -23.3% | -11.5% |
| 3M | -21.7% | +8.6% | -30.3% | -17.0% |
| 6M | -10.1% | +16.1% | -26.2% | -1.7% |
| YTD | +14.0% | +20.2% | -6.2% | +27.6% |
| 1Y | -1.7% | +27.2% | -28.9% | +14.6% |
| All | -1.7% | +28.2% | -29.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling