-19.8%
CLX vs CRBG
+44.8%
-64.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -1.4% |
| 7D | -5.7% | +0.6% | -6.3% | -5.8% |
| 30D | -17.0% | +2.6% | -19.7% | -17.5% |
| 3M | -9.7% | +24.0% | -33.7% | -13.4% |
| 6M | -19.8% | +50.5% | -70.3% | -27.6% |
| All | -19.8% | +44.8% | -64.7% | -27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling