+6,158.2%
ETN vs CRL
+1,327.4%
+4,830.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | +6.2% | -4.6% | +10.8% | +7.7% |
| 30D | -6.7% | +0.5% | -7.2% | -6.9% |
| 3M | +3.6% | +46.6% | -43.0% | -8.2% |
| 6M | +18.3% | +57.3% | -39.0% | +1.2% |
| YTD | +31.5% | +39.5% | -8.1% | +15.8% |
| 1Y | +20.6% | +76.9% | -56.3% | -2.0% |
| 3Y | +82.5% | +39.4% | +43.2% | +51.4% |
| 5Y | +177.8% | -37.2% | +215.0% | +185.9% |
| 10Y | +705.0% | +253.4% | +451.6% | +372.1% |
| All | +6,158.2% | +1,327.4% | +4,830.8% | +2,619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling