+67.0%
EWZ vs CRBG
+117.3%
-50.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | +12.8% | +2.6% | +10.2% | +12.1% |
| 3M | +10.8% | +24.0% | -13.2% | +5.5% |
| 6M | +2.5% | +50.5% | -48.0% | -6.5% |
| YTD | +21.4% | +17.1% | +4.2% | +16.1% |
| 1Y | +32.8% | +5.9% | +26.9% | +29.4% |
| 3Y | +45.2% | +122.7% | -77.5% | +16.7% |
| All | +67.0% | +117.3% | -50.3% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling