+535.6%
ETN vs CLBK
+65.5%
+470.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -1.5% | +5.0% | +4.1% |
| 30D | -7.5% | -1.0% | -6.5% | -7.2% |
| 3M | +8.3% | +22.9% | -14.6% | -0.5% |
| 6M | +20.2% | +44.2% | -24.0% | +3.6% |
| YTD | +34.7% | +64.0% | -29.3% | +9.9% |
| 1Y | +19.4% | +65.7% | -46.2% | -3.5% |
| 3Y | +85.5% | +54.1% | +31.4% | +48.4% |
| 5Y | +186.6% | +44.7% | +141.9% | +113.6% |
| All | +535.6% | +65.5% | +470.1% | +340.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling