+6.1%
CRBG vs COO
+4.1%
+2.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | +5.7% | -2.2% | +7.9% | +6.7% |
| 30D | +2.6% | -7.0% | +9.6% | +5.6% |
| 3M | +31.6% | +12.2% | +19.4% | +24.0% |
| 6M | +32.8% | -15.1% | +48.0% | +43.9% |
| YTD | +16.5% | -15.1% | +31.6% | +26.2% |
| 1Y | +6.1% | +2.3% | +3.7% | +7.8% |
| All | +6.1% | +4.1% | +2.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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