-13.8%
BABA vs CRBG
+4.4%
-18.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.5% |
| 7D | -3.9% | +6.5% | -10.4% | -4.7% |
| 30D | -13.3% | +10.0% | -23.3% | -14.5% |
| 3M | -11.3% | +35.1% | -46.4% | -15.7% |
| 6M | -16.8% | +41.1% | -57.9% | -22.3% |
| YTD | -23.0% | +17.4% | -40.4% | -26.3% |
| All | -13.8% | +4.4% | -18.2% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling