+16.9%
CRBG vs ALLY
+0.9%
+16.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -4.6% |
| 7D | -3.0% | -1.1% | -1.8% | -2.3% |
| 30D | -2.6% | +4.2% | -6.8% | -5.5% |
| 3M | +2.7% | -12.4% | +15.1% | +12.3% |
| 6M | +22.2% | -8.7% | +30.9% | +29.0% |
| YTD | +16.5% | -11.6% | +28.2% | +24.6% |
| 1Y | +16.9% | +0.2% | +16.8% | +13.2% |
| All | +16.9% | +0.9% | +16.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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