+25.2%
COP vs CRBG
+122.1%
-96.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +8.6% | +2.6% | +6.0% | +7.9% |
| 3M | +19.9% | +24.0% | -4.1% | +13.6% |
| 6M | +19.0% | +50.5% | -31.5% | +6.3% |
| YTD | +50.0% | +17.1% | +32.8% | +43.9% |
| 1Y | +50.5% | +5.9% | +44.6% | +48.8% |
| 3Y | +25.2% | +122.7% | -97.5% | -4.7% |
| All | +25.2% | +122.1% | -96.9% | -4.7% |
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