+3.9%
CRBG vs CNI
+29.6%
-25.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +4.9% | +2.5% | +2.4% | +4.2% |
| 30D | +0.2% | -2.5% | +2.7% | +0.8% |
| 3M | +25.5% | +2.7% | +22.7% | +24.1% |
| 6M | +35.7% | +16.9% | +18.8% | +27.1% |
| YTD | +14.0% | +26.3% | -12.3% | +2.8% |
| 1Y | +3.9% | +31.1% | -27.2% | -7.4% |
| All | +3.9% | +29.6% | -25.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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