+269.6%
COMP vs CRBG
+112.0%
+157.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.8% | +0.8% | 0.0% | +0.4% |
| 30D | -13.9% | -1.9% | -11.9% | -13.0% |
| 3M | +30.7% | +23.6% | +7.1% | +16.8% |
| 6M | +18.7% | +36.5% | -17.9% | +0.4% |
| YTD | +1.0% | +14.3% | -13.2% | -6.5% |
| 1Y | +15.1% | +4.8% | +10.3% | +10.4% |
| 3Y | +219.8% | +119.3% | +100.5% | +63.7% |
| All | +269.6% | +112.0% | +157.6% | +115.2% |
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