+115.6%
CRBG vs BRKR
-0.2%
+115.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | -8.7% | +9.2% | +2.0% |
| 30D | +2.6% | -9.9% | +12.5% | +4.2% |
| 3M | +24.0% | -3.1% | +27.1% | +23.1% |
| 6M | +50.5% | +45.5% | +5.0% | +36.8% |
| YTD | +17.1% | +13.7% | +3.5% | +11.1% |
| 1Y | +5.9% | +67.4% | -61.6% | -7.1% |
| 3Y | +122.7% | -13.2% | +135.9% | +107.4% |
| All | +115.6% | -0.2% | +115.8% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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