+735.2%
CIEN vs CRBG
+117.3%
+617.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.0% | +4.1% |
| 7D | +8.9% | +0.6% | +8.3% | +8.7% |
| 30D | -19.1% | +2.6% | -21.7% | -20.0% |
| 3M | -21.5% | +24.0% | -45.5% | -27.3% |
| 6M | +2.8% | +50.5% | -47.7% | -11.9% |
| YTD | +49.5% | +17.1% | +32.3% | +38.8% |
| 1Y | +163.8% | +5.9% | +157.9% | +154.4% |
| 3Y | +615.8% | +122.7% | +493.1% | +433.8% |
| All | +735.2% | +117.3% | +617.9% | +536.8% |
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