+88.2%
COST vs CRBG
+117.3%
-29.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -4.7% | +2.6% | -7.4% | -5.1% |
| 3M | -7.1% | +24.0% | -31.1% | -9.9% |
| 6M | -8.5% | +50.5% | -59.0% | -14.0% |
| YTD | +5.4% | +17.1% | -11.8% | +2.7% |
| 1Y | -5.6% | +5.9% | -11.5% | -6.7% |
| 3Y | +68.5% | +122.7% | -54.2% | +41.9% |
| All | +88.2% | +117.3% | -29.1% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling