+16.9%
CRBG vs ALK
-4.4%
+21.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -4.6% |
| 7D | -3.0% | +7.1% | -10.0% | -5.0% |
| 30D | -2.6% | -3.0% | +0.3% | -2.1% |
| 3M | +2.7% | -25.6% | +28.3% | +11.2% |
| 6M | +22.2% | +0.5% | +21.7% | +17.6% |
| YTD | +16.5% | -23.1% | +39.6% | +23.2% |
| 1Y | +16.9% | -7.5% | +24.5% | +12.4% |
| All | +16.9% | -4.4% | +21.3% | +12.4% |
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