+122.7%
CRBG vs ES
+26.7%
+96.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.6% | -3.6% | +4.1% | +1.2% |
| 30D | +2.6% | -4.2% | +6.9% | +3.4% |
| 3M | +24.0% | +0.1% | +23.9% | +23.9% |
| 6M | +50.5% | -6.2% | +56.7% | +51.8% |
| YTD | +17.1% | +4.1% | +13.1% | +15.9% |
| 1Y | +5.9% | +10.2% | -4.3% | +3.1% |
| 3Y | +122.7% | +26.1% | +96.6% | +111.0% |
| All | +122.7% | +26.7% | +96.0% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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