+115.6%
CRBG vs EME
+571.9%
-456.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.2% |
| 7D | +0.6% | +3.5% | -2.9% | -0.5% |
| 30D | +2.6% | -6.3% | +9.0% | +4.4% |
| 3M | +24.0% | -3.8% | +27.7% | +24.1% |
| 6M | +50.5% | +8.5% | +42.0% | +43.4% |
| YTD | +17.1% | +27.8% | -10.7% | +4.5% |
| 1Y | +5.9% | +22.2% | -16.3% | -5.8% |
| 3Y | +122.7% | +253.5% | -130.7% | +26.9% |
| All | +115.6% | +571.9% | -456.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 all: compounded portfolio wealth divided by compounded EME 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…
all analysis · Full analysis span regression · 6 months rolling