+115.6%
CRBG vs ALC
-0.2%
+115.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +0.6% | -6.3% | +6.9% | +3.3% |
| 30D | +2.6% | -10.3% | +12.9% | +7.4% |
| 3M | +24.0% | -0.7% | +24.7% | +23.7% |
| 6M | +50.5% | -17.8% | +68.4% | +62.4% |
| YTD | +17.1% | -15.8% | +32.9% | +25.0% |
| 1Y | +5.9% | -16.7% | +22.6% | +13.2% |
| 3Y | +122.7% | -19.7% | +142.5% | +139.7% |
| All | +115.6% | -0.2% | +115.8% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling