+46.2%
COP vs CRBG
+4.4%
+41.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -0.8% |
| 7D | +4.8% | +6.5% | -1.7% | +5.3% |
| 30D | +15.8% | +10.0% | +5.9% | +16.6% |
| 3M | +14.8% | +35.1% | -20.3% | +16.0% |
| 6M | +16.1% | +41.1% | -25.0% | +17.5% |
| YTD | +48.2% | +17.4% | +30.8% | +53.9% |
| All | +46.2% | +4.4% | +41.8% | +50.9% |
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