+43.7%
EWT vs CRBG
+15.6%
+28.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.4% | +4.0% |
| 7D | -11.7% | -2.1% | -9.7% | -11.0% |
| 30D | -23.2% | -0.9% | -22.3% | -22.8% |
| 3M | -12.5% | +1.0% | -13.4% | -12.5% |
| 6M | -5.9% | +23.5% | -29.4% | -10.7% |
| YTD | +40.5% | +16.0% | +24.5% | +33.1% |
| 1Y | +43.7% | +17.9% | +25.8% | +35.3% |
| All | +43.7% | +15.6% | +28.1% | +35.3% |
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