-8.7%
ETN vs CRBG
+15.6%
-24.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | -7.6% | -2.1% | -5.6% | -7.0% |
| 30D | -20.8% | -0.9% | -19.9% | -20.5% |
| 3M | -23.6% | +1.0% | -24.5% | -23.7% |
| 6M | -18.5% | +23.5% | -41.9% | -23.0% |
| YTD | +8.2% | +16.0% | -7.8% | +5.1% |
| 1Y | -8.7% | +17.9% | -26.6% | -12.2% |
| All | -8.7% | +15.6% | -24.3% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling