+520.4%
ETN vs CLBK
+64.7%
+455.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | +6.2% | -1.5% | +7.7% | +6.8% |
| 30D | -6.7% | +6.7% | -13.4% | -9.0% |
| 3M | +3.6% | +21.2% | -17.5% | -4.2% |
| 6M | +18.3% | +42.0% | -23.7% | +2.6% |
| YTD | +31.5% | +63.3% | -31.8% | +7.5% |
| 1Y | +20.6% | +65.4% | -44.8% | -2.5% |
| 3Y | +82.5% | +52.5% | +30.1% | +46.7% |
| 5Y | +177.8% | +42.0% | +135.8% | +109.6% |
| All | +520.4% | +64.7% | +455.7% | +330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling