+19.3%
ETN vs CRH
-14.7%
+34.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.0% | +2.3% |
| 7D | +2.0% | -1.7% | +3.7% | +2.8% |
| 30D | -7.9% | -5.4% | -2.6% | -5.6% |
| 3M | -1.6% | -11.2% | +9.6% | +3.6% |
| 6M | +16.9% | -15.8% | +32.7% | +25.9% |
| YTD | +30.1% | -23.6% | +53.7% | +45.2% |
| 1Y | +19.3% | -14.6% | +33.9% | +24.9% |
| All | +19.3% | -14.7% | +34.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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