+115.6%
CRBG vs EXEL
+231.9%
-116.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.7% |
| 7D | +0.6% | -4.9% | +5.5% | +1.2% |
| 30D | +2.6% | +11.4% | -8.8% | +1.3% |
| 3M | +24.0% | +4.9% | +19.1% | +23.1% |
| 6M | +50.5% | +34.4% | +16.1% | +44.5% |
| YTD | +17.1% | +28.0% | -10.9% | +12.9% |
| 1Y | +5.9% | +43.6% | -37.8% | +0.3% |
| 3Y | +122.7% | +155.2% | -32.5% | +87.6% |
| All | +115.6% | +231.9% | -116.3% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling