+50.5%
CRBG vs ABCL
+205.9%
-155.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +1.2% |
| 7D | +0.6% | -4.7% | +5.3% | +0.8% |
| 30D | +2.6% | +5.2% | -2.5% | +2.2% |
| 3M | +24.0% | +106.6% | -82.6% | +17.2% |
| 6M | +50.5% | +198.4% | -147.8% | +24.5% |
| All | +50.5% | +205.9% | -155.4% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling