+103.1%
BAC vs CRBG
+117.3%
-14.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | -2.8% | +2.6% | -5.4% | -4.1% |
| 3M | +14.2% | +24.0% | -9.8% | +2.9% |
| 6M | +30.5% | +50.5% | -20.0% | +6.6% |
| YTD | +15.8% | +17.1% | -1.3% | +6.1% |
| 1Y | +26.2% | +5.9% | +20.3% | +20.8% |
| 3Y | +136.5% | +122.7% | +13.8% | +50.4% |
| All | +103.1% | +117.3% | -14.2% | +28.7% |
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