+85.5%
ETN vs CHD
+0.7%
+84.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +4.0% |
| 7D | +3.5% | -4.5% | +8.0% | +2.5% |
| 30D | -7.5% | -6.7% | -0.8% | -8.9% |
| 3M | +8.3% | -2.7% | +11.0% | +8.0% |
| 6M | +20.2% | -4.9% | +25.1% | +19.5% |
| YTD | +34.7% | +13.3% | +21.3% | +38.4% |
| 1Y | +19.4% | +1.0% | +18.4% | +20.6% |
| 3Y | +85.5% | +1.3% | +84.2% | +81.2% |
| All | +85.5% | +0.7% | +84.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling