+115.6%
CRBG vs ALLE
+75.1%
+40.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.8% |
| 7D | +0.6% | -2.4% | +3.0% | +1.6% |
| 30D | +2.6% | -7.7% | +10.3% | +6.2% |
| 3M | +24.0% | +15.2% | +8.8% | +15.5% |
| 6M | +50.5% | +5.4% | +45.1% | +45.6% |
| YTD | +17.1% | -2.9% | +20.1% | +17.5% |
| 1Y | +5.9% | -12.8% | +18.6% | +11.8% |
| 3Y | +122.7% | +47.2% | +75.6% | +76.0% |
| All | +115.6% | +75.1% | +40.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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