+35.3%
CNP vs CRBG
+117.3%
-82.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.2% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -2.9% | +2.6% | -5.6% | -3.2% |
| 3M | -7.5% | +24.0% | -31.5% | -9.6% |
| 6M | -7.9% | +50.5% | -58.4% | -11.9% |
| YTD | +3.7% | +17.1% | -13.4% | +1.7% |
| 1Y | +4.6% | +5.9% | -1.3% | +3.6% |
| 3Y | +49.1% | +122.7% | -73.6% | +26.1% |
| All | +35.3% | +117.3% | -82.0% | +15.5% |
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