+78.4%
ETN vs CPB
-43.2%
+121.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -2.4% |
| 7D | +3.0% | -5.4% | +8.4% | +1.8% |
| 30D | -10.9% | -7.8% | -3.1% | -12.4% |
| 3M | +9.2% | -6.9% | +16.2% | +8.4% |
| 6M | +13.9% | -12.2% | +26.1% | +12.4% |
| YTD | +29.5% | -21.1% | +50.6% | +25.8% |
| 1Y | +14.2% | -33.5% | +47.7% | +7.9% |
| All | +78.4% | -43.2% | +121.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling