+230.4%
C vs CRBG
+117.3%
+113.1%
-31.3%
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% | -0.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | +0.9% | +2.6% | -1.7% | -0.5% |
| 3M | +1.1% | +24.0% | -22.9% | -9.8% |
| 6M | +28.4% | +50.5% | -22.1% | +3.2% |
| YTD | +20.8% | +17.1% | +3.6% | +10.0% |
| 1Y | +43.4% | +5.9% | +37.6% | +36.9% |
| 3Y | +274.9% | +122.7% | +152.2% | +143.7% |
| All | +230.4% | +117.3% | +113.1% | +117.0% |
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