+187.8%
CMI vs CRBG
+117.3%
+70.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.7% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -12.4% | +2.6% | -15.0% | -13.3% |
| 3M | -14.8% | +24.0% | -38.8% | -21.4% |
| 6M | +0.8% | +50.5% | -49.7% | -13.9% |
| YTD | +10.2% | +17.1% | -6.9% | +3.0% |
| 1Y | +37.4% | +5.9% | +31.6% | +32.7% |
| 3Y | +153.3% | +122.7% | +30.6% | +84.3% |
| All | +187.8% | +117.3% | +70.5% | +110.1% |
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 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