+177.8%
ETN vs CB
+98.0%
+79.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +6.2% | -0.5% | +6.8% | +6.3% |
| 30D | -6.7% | -3.1% | -3.6% | -6.2% |
| 3M | +3.6% | +4.2% | -0.6% | +1.7% |
| 6M | +18.3% | +4.7% | +13.6% | +15.7% |
| YTD | +31.5% | +8.8% | +22.6% | +26.9% |
| 1Y | +20.6% | +22.6% | -2.1% | +11.4% |
| 3Y | +82.5% | +70.6% | +11.9% | +38.2% |
| 5Y | +177.8% | +99.4% | +78.3% | +89.8% |
| All | +177.8% | +98.0% | +79.8% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling