-19.6%
CLF vs CRBG
+117.3%
-136.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.1% |
| 7D | -3.5% | +0.6% | -4.1% | -3.9% |
| 30D | -1.6% | +2.6% | -4.2% | -3.3% |
| 3M | -12.0% | +24.0% | -36.0% | -23.6% |
| 6M | +30.0% | +50.5% | -20.6% | -0.8% |
| YTD | -9.2% | +17.1% | -26.3% | -19.2% |
| 1Y | +2.3% | +5.9% | -3.6% | -3.2% |
| 3Y | -14.4% | +122.7% | -137.1% | -44.8% |
| All | -19.6% | +117.3% | -136.9% | -49.3% |
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