+122.7%
CRBG vs COO
-38.7%
+161.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +0.6% | -22.5% | +23.1% | +8.0% |
| 30D | +2.6% | -29.7% | +32.4% | +13.6% |
| 3M | +24.0% | -20.1% | +44.1% | +31.5% |
| 6M | +50.5% | -26.9% | +77.4% | +64.0% |
| YTD | +17.1% | -34.2% | +51.4% | +32.0% |
| 1Y | +5.9% | -21.3% | +27.1% | +13.1% |
| 3Y | +122.7% | -38.7% | +161.4% | +147.2% |
| All | +122.7% | -38.7% | +161.4% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling