+122.7%
CRBG vs ESTC
+6.9%
+115.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.6% | -9.2% | +9.8% | +2.0% |
| 30D | +2.6% | +8.1% | -5.4% | +1.0% |
| 3M | +24.0% | +38.5% | -14.5% | +17.0% |
| 6M | +50.5% | +57.8% | -7.3% | +38.5% |
| YTD | +17.1% | +10.5% | +6.6% | +13.0% |
| 1Y | +5.9% | -6.4% | +12.2% | +4.0% |
| 3Y | +122.7% | +4.7% | +118.1% | +124.1% |
| All | +122.7% | +6.9% | +115.8% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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