+23.2%
CRBG vs EXEL
+72.0%
-48.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +0.5% | -2.4% | +2.9% | +0.8% |
| 30D | +5.3% | +17.9% | -12.6% | +4.0% |
| 3M | +4.9% | +33.3% | -28.4% | +2.5% |
| 6M | +33.6% | +46.6% | -13.0% | +29.4% |
| YTD | +22.2% | +61.0% | -38.8% | +14.9% |
| 1Y | +23.2% | +70.4% | -47.3% | +13.6% |
| All | +23.2% | +72.0% | -48.9% | +13.6% |
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