+55.9%
COHR vs CRBG
+23.7%
+32.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.1% | -6.1% |
| 7D | +13.1% | +6.6% | +6.5% | +12.2% |
| 30D | -17.2% | +7.1% | -24.2% | -17.4% |
| 3M | -33.3% | +6.7% | -40.1% | -33.6% |
| 6M | -46.0% | +39.7% | -85.6% | -47.1% |
| YTD | +18.2% | +23.7% | -5.5% | +15.3% |
| 1Y | +55.9% | +29.1% | +26.8% | +49.1% |
| All | +55.9% | +23.7% | +32.2% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling