+3,567.2%
CLS vs CRBG
+117.3%
+3,449.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.1% | +5.9% |
| 7D | +10.9% | +0.6% | +10.4% | +10.6% |
| 30D | +2.1% | +2.6% | -0.5% | +0.6% |
| 3M | -10.2% | +24.0% | -34.2% | -20.1% |
| 6M | +30.4% | +50.5% | -20.1% | +3.8% |
| YTD | +17.2% | +17.1% | +0.1% | +4.7% |
| 1Y | +41.0% | +5.9% | +35.1% | +32.9% |
| 3Y | +1,338.0% | +122.7% | +1,215.2% | +899.7% |
| All | +3,567.2% | +117.3% | +3,449.9% | +2,536.1% |
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