+19,880.0%
ETN vs CRS
+9,585.9%
+10,294.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -0.7% |
| 7D | +3.0% | -4.1% | +7.1% | +4.4% |
| 30D | -10.9% | -16.6% | +5.7% | -5.6% |
| 3M | +9.2% | -14.3% | +23.5% | +14.7% |
| 6M | +13.9% | +11.6% | +2.3% | +9.2% |
| YTD | +29.5% | +42.6% | -13.0% | +13.9% |
| 1Y | +14.2% | +81.8% | -67.6% | -8.3% |
| 3Y | +79.9% | +632.1% | -552.2% | -11.5% |
| 5Y | +175.7% | +1,401.6% | -1,226.0% | +1.9% |
| 10Y | +693.2% | +1,379.0% | -685.8% | +156.4% |
| All | +19,880.0% | +9,585.9% | +10,294.2% | +3,405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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