+14.2%
ETN vs CB
+23.6%
-9.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.3% |
| 7D | +3.0% | -2.8% | +5.8% | +1.6% |
| 30D | -10.9% | -2.4% | -8.5% | -12.0% |
| 3M | +9.2% | +2.8% | +6.5% | +10.8% |
| 6M | +13.9% | +4.8% | +9.1% | +16.7% |
| YTD | +29.5% | +9.2% | +20.4% | +35.0% |
| 1Y | +14.2% | +22.8% | -8.6% | +24.2% |
| All | +14.2% | +23.6% | -9.4% | +24.2% |
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