+16.9%
CRBG vs EXPD
+42.2%
-25.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.5% | -1.1% | -4.1% |
| 7D | -3.0% | -4.8% | +1.8% | -1.5% |
| 30D | -2.6% | -1.5% | -1.1% | -2.2% |
| 3M | +2.7% | +4.1% | -1.4% | +1.5% |
| 6M | +22.2% | +24.0% | -1.8% | +14.3% |
| YTD | +16.5% | +27.4% | -10.9% | +6.0% |
| 1Y | +16.9% | +38.4% | -21.4% | +2.4% |
| All | +16.9% | +42.2% | -25.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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