+20,513.9%
ETN vs CPB
+333.3%
+20,180.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +1.0% | +2.4% |
| 7D | +8.0% | -8.2% | +16.3% | +9.9% |
| 30D | -5.9% | -5.6% | -0.3% | -5.0% |
| 3M | +5.0% | +3.0% | +2.0% | +3.2% |
| 6M | +22.4% | -12.7% | +35.1% | +24.5% |
| YTD | +33.6% | -18.0% | +51.6% | +37.5% |
| 1Y | +22.1% | -31.7% | +53.9% | +30.6% |
| 3Y | +85.6% | -41.0% | +126.5% | +100.2% |
| 5Y | +179.2% | -38.4% | +217.6% | +194.7% |
| 10Y | +687.3% | -45.0% | +732.3% | +719.6% |
| All | +20,513.9% | +333.3% | +20,180.6% | +13,313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling