+20,672.1%
ETN vs CRH
+6,046.1%
+14,626.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.7% |
| 7D | +3.5% | -6.1% | +9.6% | +5.5% |
| 30D | -7.5% | -9.3% | +1.8% | -4.7% |
| 3M | +8.3% | -15.2% | +23.5% | +13.6% |
| 6M | +20.2% | -14.2% | +34.4% | +25.5% |
| YTD | +34.7% | -28.3% | +62.9% | +48.3% |
| 1Y | +19.4% | -21.8% | +41.2% | +28.0% |
| 3Y | +85.5% | +71.6% | +13.9% | +57.5% |
| 5Y | +186.6% | +96.6% | +90.0% | +131.9% |
| 10Y | +724.7% | +253.8% | +470.8% | +464.1% |
| All | +20,672.1% | +6,046.1% | +14,626.0% | +10,915.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling