+830.2%
COHR vs CRBG
+122.1%
+708.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.4% |
| 7D | +8.3% | +0.6% | +7.8% | +7.9% |
| 30D | -14.1% | +2.6% | -16.8% | -15.7% |
| 3M | -16.0% | +24.0% | -40.0% | -26.6% |
| 6M | +21.5% | +50.5% | -29.0% | -7.1% |
| YTD | +65.4% | +17.1% | +48.3% | +45.6% |
| 1Y | +195.0% | +5.9% | +189.1% | +177.8% |
| 3Y | +830.2% | +122.7% | +707.4% | +490.9% |
| All | +830.2% | +122.1% | +708.0% | +490.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling