+175.7%
ETN vs CRL
-38.6%
+214.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -1.0% |
| 7D | +3.0% | -6.9% | +10.0% | +4.7% |
| 30D | -10.9% | -3.2% | -7.7% | -10.3% |
| 3M | +9.2% | +46.5% | -37.3% | -0.5% |
| 6M | +13.9% | +63.1% | -49.2% | +0.1% |
| YTD | +29.5% | +36.9% | -7.3% | +18.3% |
| 1Y | +14.2% | +78.1% | -63.9% | -3.3% |
| 3Y | +79.9% | +36.7% | +43.2% | +56.2% |
| 5Y | +175.7% | -38.1% | +213.8% | +180.8% |
| All | +175.7% | -38.6% | +214.3% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling