+5.9%
BMY vs CRBG
+117.3%
-111.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -4.8% | +0.6% | -5.3% | -4.8% |
| 30D | -0.1% | +2.6% | -2.7% | -0.4% |
| 3M | +13.1% | +24.0% | -10.9% | +10.3% |
| 6M | +8.4% | +50.5% | -42.1% | +3.4% |
| YTD | +22.0% | +17.1% | +4.8% | +19.0% |
| 1Y | +40.3% | +5.9% | +34.4% | +38.0% |
| 3Y | +20.5% | +122.7% | -102.2% | +9.3% |
| All | +5.9% | +117.3% | -111.4% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling