-36.2%
CLX vs CRBG
+122.1%
-158.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.2% |
| 7D | -5.7% | +0.6% | -6.3% | -5.7% |
| 30D | -17.0% | +2.6% | -19.7% | -17.2% |
| 3M | -9.7% | +24.0% | -33.7% | -11.0% |
| 6M | -19.8% | +50.5% | -70.3% | -21.9% |
| YTD | -9.8% | +17.1% | -27.0% | -11.3% |
| 1Y | -26.2% | +5.9% | -32.1% | -27.2% |
| 3Y | -36.2% | +122.7% | -158.9% | -35.1% |
| All | -36.2% | +122.1% | -158.3% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling