+6.1%
CRBG vs ALK
-33.1%
+39.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.2% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | +2.6% | -19.2% | +21.9% | +8.8% |
| 3M | +31.6% | -1.5% | +33.1% | +29.8% |
| 6M | +32.8% | -13.1% | +45.9% | +34.5% |
| YTD | +16.5% | -16.4% | +32.9% | +20.0% |
| 1Y | +6.1% | -33.1% | +39.2% | +15.9% |
| All | +6.1% | -33.1% | +39.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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