+115.6%
CRBG vs ALHC
-8.4%
+124.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +0.6% | -6.9% | +7.4% | +1.0% |
| 30D | +2.6% | -6.7% | +9.4% | +3.1% |
| 3M | +24.0% | -37.7% | +61.7% | +27.3% |
| 6M | +50.5% | -30.0% | +80.5% | +52.5% |
| YTD | +17.1% | -36.2% | +53.3% | +19.3% |
| 1Y | +5.9% | -22.9% | +28.8% | +6.7% |
| 3Y | +122.7% | +138.4% | -15.6% | +104.2% |
| All | +115.6% | -8.4% | +124.0% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling