+238.9%
CRM vs ETN
+730.7%
-491.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.0% | +0.6% |
| 7D | -4.4% | +3.5% | -8.0% | -5.6% |
| 30D | +28.1% | -7.5% | +35.7% | +31.0% |
| 3M | +48.8% | +8.3% | +40.5% | +41.5% |
| 6M | +28.3% | +20.2% | +8.1% | +14.4% |
| YTD | -6.0% | +34.7% | -40.7% | -20.9% |
| 1Y | +1.4% | +19.4% | -18.0% | -10.6% |
| 3Y | +11.8% | +85.5% | -73.7% | -22.6% |
| 5Y | -2.0% | +186.6% | -188.6% | -45.6% |
| All | +238.9% | +730.7% | -491.8% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling