-5.5%
ETN vs CBOE
+39.5%
-45.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.3% | -10.1% | -9.8% |
| 7D | -10.1% | +7.7% | -17.9% | -7.8% |
| 30D | -18.4% | +24.4% | -42.8% | -12.8% |
| 3M | -20.4% | +20.0% | -40.4% | -15.5% |
| 6M | -16.0% | +2.4% | -18.3% | -14.2% |
| YTD | +11.8% | +38.5% | -26.8% | +32.7% |
| 1Y | -5.5% | +39.0% | -44.4% | +12.1% |
| All | -5.5% | +39.5% | -45.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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