-5.5%
ETN vs CPB
-18.4%
+13.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +5.9% | -15.8% | -7.5% |
| 7D | -10.1% | +13.0% | -23.1% | -5.6% |
| 30D | -18.4% | +20.5% | -38.9% | -11.9% |
| 3M | -20.4% | +2.2% | -22.6% | -17.9% |
| 6M | -16.0% | +15.4% | -31.4% | -11.3% |
| YTD | +11.8% | -12.3% | +24.1% | +16.9% |
| 1Y | -5.5% | -18.0% | +12.5% | -1.6% |
| All | -5.5% | -18.4% | +13.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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