-29.0%
BABA vs CRBG
+7.7%
-36.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.5% |
| 7D | -3.5% | +0.6% | -4.1% | -3.5% |
| 30D | -12.7% | +2.6% | -15.3% | -13.0% |
| 3M | -3.0% | +24.0% | -27.0% | -6.1% |
| 6M | -19.1% | +50.5% | -69.6% | -24.4% |
| YTD | -24.7% | +17.1% | -41.9% | -28.0% |
| 1Y | -29.0% | +5.9% | -34.9% | -33.1% |
| All | -29.0% | +7.7% | -36.8% | -33.1% |
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