+29.1%
CRBG vs HIG
+5.3%
+23.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.8% |
| 7D | +6.6% | +2.6% | +4.0% | +5.3% |
| 30D | +7.1% | +4.2% | +2.9% | +4.9% |
| 3M | +6.7% | +0.2% | +6.5% | +6.8% |
| 6M | +39.7% | +4.6% | +35.0% | +35.5% |
| YTD | +23.7% | +1.1% | +22.6% | +21.9% |
| 1Y | +29.1% | +4.7% | +24.4% | +25.9% |
| All | +29.1% | +5.3% | +23.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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