+115.6%
CRBG vs CHD
+28.2%
+87.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.6% | -4.5% | +5.0% | +1.2% |
| 30D | +2.6% | -6.7% | +9.4% | +3.6% |
| 3M | +24.0% | -2.7% | +26.7% | +24.5% |
| 6M | +50.5% | -4.9% | +55.5% | +51.4% |
| YTD | +17.1% | +13.3% | +3.8% | +15.1% |
| 1Y | +5.9% | +1.0% | +4.9% | +5.2% |
| 3Y | +122.7% | +1.3% | +121.4% | +116.5% |
| All | +115.6% | +28.2% | +87.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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