+13.6%
CRBG vs ADVB
-89.8%
+103.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.5% | +8.9% | +1.5% |
| 7D | +0.6% | -12.3% | +12.8% | +0.7% |
| 30D | +2.6% | +7.8% | -5.1% | +2.5% |
| 3M | +24.0% | +104.2% | -80.2% | +20.5% |
| 6M | +50.5% | +58.1% | -7.6% | +46.3% |
| YTD | +17.1% | +40.2% | -23.1% | +14.3% |
| 1Y | +5.9% | -16.1% | +22.0% | +4.8% |
| All | +13.6% | -89.8% | +103.3% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling