-10.3%
CMCSA vs CRBG
+117.3%
-127.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -4.9% | +0.6% | -5.4% | -5.0% |
| 30D | -1.1% | +2.6% | -3.7% | -1.7% |
| 3M | +6.6% | +24.0% | -17.4% | +0.8% |
| 6M | -15.5% | +50.5% | -66.0% | -24.1% |
| YTD | -6.7% | +17.1% | -23.8% | -11.1% |
| 1Y | -15.6% | +5.9% | -21.5% | -17.6% |
| 3Y | -33.7% | +122.7% | -156.4% | -47.1% |
| All | -10.3% | +117.3% | -127.6% | -28.2% |
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