+26.2%
CL vs CRBG
+117.3%
-91.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.3% |
| 7D | -2.2% | +0.6% | -2.8% | -2.2% |
| 30D | -6.0% | +2.6% | -8.6% | -6.1% |
| 3M | -2.3% | +24.0% | -26.3% | -3.3% |
| 6M | -2.0% | +50.5% | -52.5% | -3.7% |
| YTD | +11.8% | +17.1% | -5.3% | +10.6% |
| 1Y | +5.8% | +5.9% | 0.0% | +5.0% |
| 3Y | +25.9% | +122.7% | -96.8% | +15.9% |
| All | +26.2% | +117.3% | -91.1% | +17.6% |
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