+10,067.4%
ETN vs CB
+7,117.7%
+2,949.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | -9.3% | +0.7% | -10.0% | -9.6% |
| 30D | -17.3% | +8.2% | -25.5% | -19.7% |
| 3M | -20.1% | +6.3% | -26.4% | -22.1% |
| 6M | -11.3% | +16.2% | -27.5% | -16.8% |
| YTD | +12.5% | +19.3% | -6.9% | +4.3% |
| 1Y | -5.6% | +29.2% | -34.8% | -15.0% |
| 3Y | +65.6% | +71.4% | -5.8% | +32.9% |
| 5Y | +122.4% | +104.2% | +18.2% | +67.3% |
| 10Y | +531.4% | +246.7% | +284.8% | +295.4% |
| All | +10,067.4% | +7,117.7% | +2,949.7% | +3,410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling