+185.7%
COHR vs CRBG
+5.5%
+180.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.4% | +6.6% |
| 7D | +1.0% | +5.7% | -4.8% | +0.9% |
| 30D | -14.1% | +2.6% | -16.7% | -14.3% |
| 3M | -33.2% | +31.6% | -64.8% | -35.1% |
| 6M | +2.5% | +32.8% | -30.3% | -0.7% |
| YTD | +52.7% | +16.5% | +36.3% | +49.8% |
| All | +185.7% | +5.5% | +180.1% | +188.9% |
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