+114.8%
CCL vs CRBG
+117.3%
-2.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.3% |
| 7D | -3.2% | +0.6% | -3.8% | -3.6% |
| 30D | -17.8% | +2.6% | -20.4% | -19.3% |
| 3M | -18.7% | +24.0% | -42.7% | -29.8% |
| 6M | -11.4% | +50.5% | -61.9% | -32.8% |
| YTD | -24.3% | +17.1% | -41.4% | -32.8% |
| 1Y | -28.8% | +5.9% | -34.7% | -32.9% |
| 3Y | +49.3% | +122.7% | -73.4% | -14.5% |
| All | +114.8% | +117.3% | -2.5% | +27.0% |
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