+164.3%
EWY vs CRBG
+3.6%
+160.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.7% |
| 7D | +4.8% | +5.7% | -0.9% | +3.8% |
| 30D | +11.7% | +2.6% | +9.0% | +11.0% |
| 3M | -7.4% | +31.6% | -39.0% | -13.1% |
| 6M | +40.6% | +32.8% | +7.7% | +30.1% |
| YTD | +94.3% | +16.5% | +77.8% | +80.8% |
| 1Y | +164.3% | +6.1% | +158.2% | +144.1% |
| All | +164.3% | +3.6% | +160.7% | +144.1% |
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