+31.6%
AMAT vs CRBG
+37.1%
-5.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.2% |
| 7D | +4.2% | -1.6% | +5.8% | +4.3% |
| 30D | -13.5% | +2.4% | -15.9% | -13.9% |
| 3M | -8.6% | +26.8% | -35.4% | -13.0% |
| 6M | +31.6% | +41.5% | -9.9% | +21.6% |
| All | +31.6% | +37.1% | -5.5% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling