-27.0%
ETHA vs CRBG
+25.0%
-52.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.2% |
| 7D | +3.5% | +0.6% | +2.9% | +3.0% |
| 30D | +35.3% | +2.6% | +32.7% | +32.3% |
| 3M | +50.9% | +24.0% | +26.9% | +28.2% |
| 6M | +22.1% | +50.5% | -28.4% | -11.3% |
| YTD | -14.6% | +17.1% | -31.7% | -25.0% |
| 1Y | -42.8% | +5.9% | -48.7% | -45.9% |
| All | -27.0% | +25.0% | -52.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 10y: compounded portfolio wealth divided by compounded CRBG 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…
10y analysis · Full analysis span regression · 6 months rolling