-11.2%
CRM vs ETN
-12.7%
+1.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -4.3% |
| 7D | -3.7% | -16.9% | +13.3% | -8.9% |
| 30D | -1.1% | -26.5% | +25.4% | -10.1% |
| 3M | +15.5% | -26.7% | +42.2% | +5.6% |
| 6M | +19.5% | -20.0% | +39.4% | +14.1% |
| YTD | -15.5% | +3.5% | -19.0% | -18.0% |
| 1Y | -11.2% | -14.4% | +3.2% | -8.5% |
| All | -11.2% | -12.7% | +1.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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