+115.6%
CRBG vs EOSE
+64.6%
+51.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +0.6% | +1.8% | -1.2% | +0.5% |
| 30D | +2.6% | -6.8% | +9.5% | +2.7% |
| 3M | +24.0% | -36.3% | +60.3% | +25.4% |
| 6M | +50.5% | -38.8% | +89.3% | +51.5% |
| YTD | +17.1% | -65.5% | +82.7% | +19.5% |
| 1Y | +5.9% | -45.3% | +51.2% | +6.0% |
| 3Y | +122.7% | +44.2% | +78.6% | +113.7% |
| All | +115.6% | +64.6% | +51.0% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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