+369.5%
ALAB vs CRBG
+43.7%
+325.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +1.7% |
| 7D | -6.2% | +0.6% | -6.8% | -6.4% |
| 30D | -8.7% | +2.6% | -11.3% | -9.8% |
| 3M | -20.7% | +24.0% | -44.7% | -29.4% |
| 6M | +133.5% | +50.5% | +83.0% | +86.5% |
| YTD | +75.1% | +17.1% | +57.9% | +58.6% |
| 1Y | +25.0% | +5.9% | +19.2% | +19.1% |
| All | +369.5% | +43.7% | +325.7% | +260.8% |
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