+33.5%
BABA vs CRBG
+114.2%
-80.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.0% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | -15.1% | +2.4% | -17.5% | -15.7% |
| 3M | -5.0% | +26.8% | -31.9% | -11.5% |
| 6M | -19.9% | +41.5% | -61.5% | -28.0% |
| YTD | -25.3% | +15.5% | -40.7% | -29.0% |
| 1Y | -23.9% | +6.6% | -30.4% | -26.3% |
| 3Y | +28.1% | +121.6% | -93.5% | -4.4% |
| All | +33.5% | +114.2% | -80.8% | -1.3% |
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