+115.6%
CRBG vs EAT
+651.6%
-536.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.7% |
| 7D | +0.6% | -7.7% | +8.3% | +2.3% |
| 30D | +2.6% | -13.6% | +16.2% | +5.8% |
| 3M | +24.0% | +33.9% | -9.9% | +15.3% |
| 6M | +50.5% | +47.2% | +3.3% | +35.8% |
| YTD | +17.1% | +48.1% | -30.9% | +5.2% |
| 1Y | +5.9% | +33.7% | -27.8% | -3.1% |
| 3Y | +122.7% | +595.8% | -473.0% | +47.0% |
| All | +115.6% | +651.6% | -536.0% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling