+718.0%
ASX vs CRBG
+117.3%
+600.7%
-40.6%
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% | -1.4% |
| 7D | +5.2% | +0.6% | +4.6% | +5.0% |
| 30D | +0.5% | +2.6% | -2.2% | -0.5% |
| 3M | +8.3% | +24.0% | -15.7% | +0.7% |
| 6M | +82.0% | +50.5% | +31.5% | +57.8% |
| YTD | +147.6% | +17.1% | +130.5% | +131.5% |
| 1Y | +258.8% | +5.9% | +253.0% | +246.0% |
| 3Y | +452.1% | +122.7% | +329.3% | +315.7% |
| All | +718.0% | +117.3% | +600.7% | +530.9% |
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