+3.9%
CRBG vs BNS
+49.3%
-45.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.3% |
| 7D | +4.9% | +1.8% | +3.1% | +3.7% |
| 30D | +0.2% | +4.5% | -4.3% | -2.8% |
| 3M | +25.5% | +15.8% | +9.7% | +11.9% |
| 6M | +35.7% | +31.5% | +4.2% | +8.6% |
| YTD | +14.0% | +28.6% | -14.6% | -6.5% |
| 1Y | +3.9% | +48.2% | -44.3% | -19.3% |
| All | +3.9% | +49.3% | -45.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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