+122.7%
CRBG vs EL
-34.0%
+156.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | +0.6% | -6.5% | +7.1% | +2.0% |
| 30D | +2.6% | +11.1% | -8.5% | +0.1% |
| 3M | +24.0% | +10.7% | +13.3% | +20.8% |
| 6M | +50.5% | +6.9% | +43.6% | +46.6% |
| YTD | +17.1% | -6.3% | +23.4% | +16.9% |
| 1Y | +5.9% | +13.5% | -7.6% | +1.3% |
| 3Y | +122.7% | -33.1% | +155.8% | +114.9% |
| All | +122.7% | -34.0% | +156.7% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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