+16.9%
CRBG vs ADVB
-79.1%
+96.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.5% | +4.0% | -5.5% |
| 7D | -3.0% | -28.0% | +25.1% | -3.0% |
| 30D | -2.6% | -70.2% | +67.6% | -2.8% |
| 3M | +2.7% | -76.1% | +78.7% | +2.4% |
| 6M | +22.2% | -72.3% | +94.5% | +21.7% |
| YTD | +16.5% | -67.5% | +84.0% | +17.4% |
| 1Y | +16.9% | -78.6% | +95.5% | +21.5% |
| All | +16.9% | -79.1% | +96.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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