+190.4%
ETN vs CRH
+93.9%
+96.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.4% |
| 7D | +3.5% | -6.1% | +9.6% | +7.0% |
| 30D | -7.5% | -9.3% | +1.8% | -2.6% |
| 3M | +8.3% | -15.2% | +23.5% | +17.6% |
| 6M | +20.2% | -14.2% | +34.4% | +29.4% |
| YTD | +34.7% | -28.3% | +62.9% | +59.3% |
| 1Y | +19.4% | -21.8% | +41.2% | +34.2% |
| 3Y | +85.5% | +71.6% | +13.9% | +35.3% |
| All | +190.4% | +93.9% | +96.5% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling