+115.6%
CRBG vs CNI
+14.0%
+101.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +2.6% | -2.7% | +5.3% | +4.1% |
| 3M | +24.0% | +3.9% | +20.1% | +20.8% |
| 6M | +50.5% | +16.4% | +34.2% | +36.4% |
| YTD | +17.1% | +25.8% | -8.7% | +0.7% |
| 1Y | +5.9% | +32.4% | -26.5% | -12.1% |
| 3Y | +122.7% | +19.1% | +103.7% | +92.1% |
| All | +115.6% | +14.0% | +101.7% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling