+6.1%
CRBG vs EFV
+29.0%
-22.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +5.7% | +1.5% | +4.2% | +4.1% |
| 30D | +2.6% | +1.7% | +0.9% | +0.7% |
| 3M | +31.6% | +8.6% | +22.9% | +20.6% |
| 6M | +32.8% | +11.7% | +21.2% | +17.8% |
| YTD | +16.5% | +19.3% | -2.8% | -4.7% |
| All | +6.1% | +29.0% | -22.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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