+115.6%
CRBG vs EFV
+133.4%
-17.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +1.5% |
| 30D | +2.6% | +0.6% | +2.0% | +2.0% |
| 3M | +24.0% | +7.5% | +16.5% | +14.7% |
| 6M | +50.5% | +13.0% | +37.5% | +31.7% |
| YTD | +17.1% | +18.3% | -1.2% | -2.5% |
| 1Y | +5.9% | +26.7% | -20.9% | -18.2% |
| 3Y | +122.7% | +89.6% | +33.2% | +11.3% |
| All | +115.6% | +133.4% | -17.7% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling