+28.3%
CRM vs ETN
+18.4%
+9.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.0% | +3.8% |
| 7D | -4.4% | +3.5% | -8.0% | -2.9% |
| 30D | +28.1% | -7.5% | +35.7% | +23.9% |
| 3M | +48.8% | +8.3% | +40.5% | +56.6% |
| 6M | +28.3% | +20.2% | +8.1% | +47.4% |
| All | +28.3% | +18.4% | +9.8% | +47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling