+265.5%
CLSK vs CRBG
+117.3%
+148.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +5.6% |
| 7D | +7.7% | +0.6% | +7.1% | +7.1% |
| 30D | +12.2% | +2.6% | +9.6% | +9.4% |
| 3M | -15.5% | +24.0% | -39.5% | -30.5% |
| 6M | +39.3% | +50.5% | -11.2% | -4.2% |
| YTD | +35.1% | +17.1% | +17.9% | +15.0% |
| 1Y | +34.0% | +5.9% | +28.1% | +24.6% |
| 3Y | +226.3% | +122.7% | +103.5% | +66.9% |
| All | +265.5% | +117.3% | +148.2% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling