+115.6%
CRBG vs ESI
+98.6%
+17.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +0.6% | -4.6% | +5.2% | +2.4% |
| 30D | +2.6% | -10.5% | +13.1% | +7.1% |
| 3M | +24.0% | -19.8% | +43.8% | +33.3% |
| 6M | +50.5% | +5.8% | +44.7% | +38.5% |
| YTD | +17.1% | +38.3% | -21.2% | -7.2% |
| 1Y | +5.9% | +31.5% | -25.6% | -14.5% |
| 3Y | +122.7% | +80.7% | +42.0% | +44.6% |
| All | +115.6% | +98.6% | +17.0% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling