+122.7%
CRBG vs ALK
+3.1%
+119.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.6% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | +2.6% | -13.1% | +15.7% | +7.0% |
| 3M | +24.0% | -11.8% | +35.8% | +27.6% |
| 6M | +50.5% | -0.4% | +50.9% | +46.8% |
| YTD | +17.1% | -18.2% | +35.3% | +21.3% |
| 1Y | +5.9% | -35.5% | +41.4% | +17.6% |
| 3Y | +122.7% | +1.8% | +120.9% | +125.5% |
| All | +122.7% | +3.1% | +119.6% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling