+3.9%
CRBG vs BIDU
-15.6%
+19.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.0% | +4.9% | -1.8% |
| 7D | +4.9% | -2.4% | +7.3% | +5.0% |
| 30D | +0.2% | -15.6% | +15.8% | +0.8% |
| 3M | +25.5% | -22.3% | +47.8% | +26.6% |
| 6M | +35.7% | -22.3% | +58.0% | +35.5% |
| YTD | +14.0% | -29.2% | +43.2% | +14.4% |
| 1Y | +3.9% | -14.8% | +18.7% | +4.6% |
| All | +3.9% | -15.6% | +19.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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