+953.1%
CIFR vs CRBG
+117.3%
+835.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +4.7% |
| 7D | -5.0% | +0.6% | -5.6% | -5.5% |
| 30D | -5.7% | +2.6% | -8.3% | -7.6% |
| 3M | -25.5% | +24.0% | -49.5% | -37.5% |
| 6M | +19.4% | +50.5% | -31.1% | -12.8% |
| YTD | +14.2% | +17.1% | -3.0% | -0.7% |
| 1Y | +69.0% | +5.9% | +63.1% | +57.0% |
| 3Y | +503.9% | +122.7% | +381.2% | +395.4% |
| All | +953.1% | +117.3% | +835.8% | +827.8% |
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