+118.0%
CNQ vs CRBG
+117.3%
+0.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +6.2% | +2.6% | +3.6% | +5.4% |
| 3M | +12.4% | +24.0% | -11.6% | +5.8% |
| 6M | +9.0% | +50.5% | -41.5% | -3.7% |
| YTD | +52.2% | +17.1% | +35.1% | +44.7% |
| 1Y | +65.0% | +5.9% | +59.2% | +61.6% |
| 3Y | +78.8% | +122.7% | -43.9% | +23.5% |
| All | +118.0% | +117.3% | +0.7% | +49.7% |
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