+19.7%
COST vs CRBG
+24.1%
-4.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | +3.9% | -0.3% | +4.3% | +3.9% |
| 30D | +13.5% | +4.5% | +9.1% | +13.5% |
| 3M | +15.3% | +9.0% | +6.4% | +15.3% |
| 6M | +9.2% | +39.3% | -30.1% | +9.7% |
| YTD | +26.9% | +22.9% | +4.0% | +27.0% |
| 1Y | +19.7% | +24.4% | -4.7% | +19.7% |
| All | +19.7% | +24.1% | -4.4% | +19.7% |
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 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