+19.4%
ETN vs CRL
+80.5%
-61.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.0% | +3.8% |
| 7D | +3.5% | -3.5% | +7.1% | +3.8% |
| 30D | -7.5% | -2.1% | -5.4% | -7.4% |
| 3M | +8.3% | +48.0% | -39.6% | +5.3% |
| 6M | +20.2% | +64.7% | -44.6% | +14.8% |
| YTD | +34.7% | +39.5% | -4.8% | +30.8% |
| 1Y | +19.4% | +74.2% | -54.7% | +12.0% |
| All | +19.4% | +80.5% | -61.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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