+6.1%
CRBG vs BHP
+73.4%
-67.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +5.7% | -2.9% | +8.6% | +6.3% |
| 30D | +2.6% | +3.4% | -0.8% | +1.7% |
| 3M | +31.6% | +4.1% | +27.5% | +29.6% |
| 6M | +32.8% | +20.6% | +12.3% | +25.3% |
| YTD | +16.5% | +56.1% | -39.6% | +4.0% |
| All | +6.1% | +73.4% | -67.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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