+421.5%
CORZ vs CRBG
+53.0%
+368.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.8% | +2.4% |
| 7D | +0.3% | +0.6% | -0.3% | -0.2% |
| 30D | -14.0% | +2.6% | -16.7% | -15.5% |
| 3M | -34.1% | +24.0% | -58.1% | -43.0% |
| 6M | +8.5% | +50.5% | -42.0% | -18.4% |
| YTD | +23.2% | +17.1% | +6.1% | +9.4% |
| 1Y | +15.4% | +5.9% | +9.5% | +9.0% |
| All | +421.5% | +53.0% | +368.5% | +334.7% |
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 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