+6.1%
CRBG vs ESI
+44.5%
-38.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.4% |
| 7D | +5.7% | +3.3% | +2.4% | +5.0% |
| 30D | +2.6% | -5.9% | +8.5% | +3.8% |
| 3M | +31.6% | -14.1% | +45.7% | +33.9% |
| 6M | +32.8% | +6.6% | +26.3% | +23.7% |
| YTD | +16.5% | +45.0% | -28.6% | -3.6% |
| 1Y | +6.1% | +41.5% | -35.4% | -12.0% |
| All | +6.1% | +44.5% | -38.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling