+22.1%
ETSY vs CRBG
+7.7%
+14.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -4.9% | +0.6% | -5.5% | -5.1% |
| 30D | -8.6% | +2.6% | -11.3% | -9.4% |
| 3M | +4.8% | +24.0% | -19.2% | -3.1% |
| 6M | +38.1% | +50.5% | -12.4% | +18.6% |
| YTD | +31.2% | +17.1% | +14.1% | +21.1% |
| 1Y | +22.1% | +5.9% | +16.2% | +22.8% |
| All | +22.1% | +7.7% | +14.4% | +22.8% |
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