+16.9%
CRBG vs FIVE
+54.7%
-37.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.3% | -4.9% |
| 7D | -3.0% | -1.7% | -1.2% | -2.7% |
| 30D | -2.6% | +14.9% | -17.6% | -4.3% |
| 3M | +2.7% | +7.6% | -5.0% | +1.2% |
| 6M | +22.2% | +6.4% | +15.8% | +21.0% |
| YTD | +16.5% | +28.1% | -11.6% | +6.9% |
| 1Y | +16.9% | +54.7% | -37.8% | -5.3% |
| All | +16.9% | +54.7% | -37.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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