+137.2%
BKNG vs CRBG
+114.2%
+23.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.1% |
| 7D | -10.7% | -1.6% | -9.0% | -10.1% |
| 30D | -18.1% | +2.4% | -20.5% | -18.8% |
| 3M | +8.5% | +26.8% | -18.3% | -0.4% |
| 6M | -0.1% | +41.5% | -41.6% | -12.3% |
| YTD | -18.2% | +15.5% | -33.7% | -23.0% |
| 1Y | -19.9% | +6.6% | -26.4% | -22.7% |
| 3Y | +41.6% | +121.6% | -80.0% | +6.2% |
| All | +137.2% | +114.2% | +23.0% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling