+115.6%
CRBG vs AMBA
+7.1%
+108.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | +7.9% | -7.3% | -0.8% |
| 30D | +2.6% | -18.8% | +21.4% | +6.1% |
| 3M | +24.0% | +3.1% | +20.9% | +19.9% |
| 6M | +50.5% | +25.7% | +24.8% | +36.4% |
| YTD | +17.1% | -4.2% | +21.3% | +12.2% |
| 1Y | +5.9% | -18.4% | +24.3% | +3.4% |
| 3Y | +122.7% | +13.4% | +109.3% | +90.3% |
| All | +115.6% | +7.1% | +108.5% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 all: compounded portfolio wealth divided by compounded AMBA 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…
all analysis · Full analysis span regression · 6 months rolling