+11,656.8%
ETN vs CB
+6,559.4%
+5,097.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.1% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | -7.9% | -3.1% | -4.8% | -7.0% |
| 3M | -1.6% | +9.0% | -10.6% | -5.3% |
| 6M | +16.9% | +2.9% | +14.0% | +14.5% |
| YTD | +30.1% | +10.1% | +20.0% | +24.3% |
| 1Y | +19.3% | +22.8% | -3.5% | +9.5% |
| 3Y | +82.5% | +73.8% | +8.7% | +46.0% |
| 5Y | +166.8% | +99.2% | +67.7% | +102.9% |
| 10Y | +649.7% | +218.2% | +431.5% | +385.0% |
| All | +11,656.8% | +6,559.4% | +5,097.4% | +4,086.9% |
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