+122.7%
CRBG vs FIVE
+50.7%
+72.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.2% |
| 7D | +0.6% | -3.0% | +3.6% | +1.1% |
| 30D | +2.6% | +2.7% | -0.1% | +2.0% |
| 3M | +24.0% | +21.1% | +2.9% | +19.7% |
| 6M | +50.5% | +11.9% | +38.6% | +46.5% |
| YTD | +17.1% | +29.9% | -12.7% | +10.9% |
| 1Y | +5.9% | +67.8% | -61.9% | -4.4% |
| 3Y | +122.7% | +52.8% | +69.9% | +78.3% |
| All | +122.7% | +50.7% | +72.0% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling