+6.1%
CRBG vs EXEL
+59.2%
-53.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +5.7% | +8.4% | -2.7% | +5.3% |
| 30D | +2.6% | +4.1% | -1.5% | +2.4% |
| 3M | +31.6% | +12.4% | +19.2% | +30.8% |
| 6M | +32.8% | +41.5% | -8.7% | +29.7% |
| YTD | +16.5% | +34.6% | -18.2% | +13.5% |
| 1Y | +6.1% | +57.9% | -51.8% | +2.6% |
| All | +6.1% | +59.2% | -53.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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