+11.0%
EWJ vs CRBG
+15.6%
-4.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.0% | -2.1% | -2.9% | -4.4% |
| 30D | -10.2% | -0.9% | -9.3% | -9.9% |
| 3M | -7.2% | +1.0% | -8.2% | -7.5% |
| 6M | -3.2% | +23.5% | -26.7% | -8.5% |
| YTD | +9.9% | +16.0% | -6.1% | +4.3% |
| 1Y | +11.0% | +17.9% | -6.9% | +4.7% |
| All | +11.0% | +15.6% | -4.6% | +4.7% |
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