+115.6%
CRBG vs BIDU
-26.3%
+141.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +0.6% | -8.1% | +8.7% | +1.6% |
| 30D | +2.6% | -12.8% | +15.5% | +4.2% |
| 3M | +24.0% | -21.3% | +45.3% | +27.2% |
| 6M | +50.5% | -27.0% | +77.5% | +54.9% |
| YTD | +17.1% | -30.0% | +47.2% | +20.8% |
| 1Y | +5.9% | -18.3% | +24.1% | +5.9% |
| 3Y | +122.7% | -33.8% | +156.6% | +122.8% |
| All | +115.6% | -26.3% | +141.9% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling