+115.6%
CRBG vs COPX
+225.5%
-109.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.6% | -2.3% | +2.9% | +1.1% |
| 30D | +2.6% | +0.3% | +2.4% | +2.2% |
| 3M | +24.0% | +6.8% | +17.2% | +20.7% |
| 6M | +50.5% | +7.9% | +42.6% | +44.0% |
| YTD | +17.1% | +23.7% | -6.6% | +5.4% |
| 1Y | +5.9% | +71.5% | -65.7% | -16.0% |
| 3Y | +122.7% | +149.1% | -26.4% | +46.9% |
| All | +115.6% | +225.5% | -109.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling