+6.3%
ABT vs CRBG
+117.3%
-110.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | -5.9% | +0.6% | -6.5% | -6.0% |
| 30D | -8.1% | +2.6% | -10.7% | -8.4% |
| 3M | +14.5% | +24.0% | -9.5% | +11.4% |
| 6M | -6.3% | +50.5% | -56.8% | -11.0% |
| YTD | -17.1% | +17.1% | -34.3% | -19.2% |
| 1Y | -21.4% | +5.9% | -27.2% | -22.4% |
| 3Y | +5.9% | +122.7% | -116.8% | -11.7% |
| All | +6.3% | +117.3% | -110.9% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling