-35.3%
BABA vs CRBG
+20.9%
-56.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.7% |
| 7D | +4.3% | +2.6% | +1.7% | +3.9% |
| 30D | -5.0% | +4.0% | -9.0% | -5.5% |
| 3M | -18.4% | +15.5% | -33.9% | -20.0% |
| 6M | -20.3% | +36.0% | -56.3% | -24.4% |
| YTD | -27.5% | +23.3% | -50.8% | -31.5% |
| 1Y | -35.3% | +19.9% | -55.2% | -39.2% |
| All | -35.3% | +20.9% | -56.3% | -39.2% |
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