+5,760.6%
CRM vs ETN
+2,272.6%
+3,488.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.0% | 0.0% |
| 7D | -4.4% | +3.5% | -8.0% | -6.2% |
| 30D | +28.1% | -7.5% | +35.7% | +32.4% |
| 3M | +48.8% | +8.3% | +40.5% | +38.1% |
| 6M | +28.3% | +20.2% | +8.1% | +9.3% |
| YTD | -6.0% | +34.7% | -40.7% | -25.7% |
| 1Y | +1.4% | +19.4% | -18.0% | -15.1% |
| 3Y | +11.8% | +85.5% | -73.7% | -30.8% |
| 5Y | -2.0% | +186.6% | -188.6% | -53.8% |
| 10Y | +239.6% | +724.7% | -485.1% | -23.2% |
| All | +5,760.6% | +2,272.6% | +3,488.0% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling