+115.6%
CRBG vs ALLY
+50.8%
+64.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | -3.8% | +4.4% | +2.4% |
| 30D | +2.6% | -4.9% | +7.6% | +5.1% |
| 3M | +24.0% | -2.6% | +26.6% | +25.4% |
| 6M | +50.5% | +15.7% | +34.8% | +40.3% |
| YTD | +17.1% | -5.2% | +22.3% | +19.8% |
| 1Y | +5.9% | +2.8% | +3.1% | +4.2% |
| 3Y | +122.7% | +63.4% | +59.3% | +80.3% |
| All | +115.6% | +50.8% | +64.8% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling