+115.6%
CRBG vs BIIB
+5.1%
+110.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.6% | -1.7% | +2.2% | +0.9% |
| 30D | +2.6% | +4.0% | -1.3% | +2.0% |
| 3M | +24.0% | +8.6% | +15.4% | +22.0% |
| 6M | +50.5% | +14.0% | +36.5% | +46.5% |
| YTD | +17.1% | +23.4% | -6.3% | +12.2% |
| 1Y | +5.9% | +45.9% | -40.0% | -1.7% |
| 3Y | +122.7% | -16.1% | +138.9% | +117.8% |
| All | +115.6% | +5.1% | +110.5% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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