+115.6%
CRBG vs ALK
-9.5%
+125.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.3% |
| 30D | +2.6% | -13.1% | +15.7% | +7.5% |
| 3M | +24.0% | -11.8% | +35.8% | +28.0% |
| 6M | +50.5% | -0.4% | +50.9% | +46.4% |
| YTD | +17.1% | -18.2% | +35.3% | +21.8% |
| 1Y | +5.9% | -35.5% | +41.4% | +19.4% |
| 3Y | +122.7% | +1.8% | +120.9% | +106.0% |
| All | +115.6% | -9.5% | +125.1% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling