+122.7%
CRBG vs CASY
+158.0%
-35.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.4% | +1.6% |
| 7D | +0.6% | -18.6% | +19.2% | +2.8% |
| 30D | +2.6% | -26.6% | +29.3% | +6.1% |
| 3M | +24.0% | -32.8% | +56.8% | +29.6% |
| 6M | +50.5% | -10.0% | +60.5% | +49.2% |
| YTD | +17.1% | +11.6% | +5.5% | +11.4% |
| 1Y | +5.9% | +11.5% | -5.6% | +0.5% |
| 3Y | +122.7% | +160.7% | -38.0% | +86.2% |
| All | +122.7% | +158.0% | -35.3% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling