+16.9%
CRBG vs ABCL
+127.6%
-110.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.4% | +3.8% | -4.8% |
| 7D | -3.0% | -14.9% | +11.9% | -1.8% |
| 30D | -2.6% | -15.4% | +12.7% | -1.5% |
| 3M | +2.7% | +88.0% | -85.3% | -4.6% |
| 6M | +22.2% | +138.8% | -116.6% | +8.2% |
| YTD | +16.5% | +225.4% | -208.9% | -4.4% |
| 1Y | +16.9% | +137.3% | -120.4% | +2.1% |
| All | +16.9% | +127.6% | -110.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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