+10.0%
CRBG vs IRE
-84.4%
+94.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.1% |
| 7D | +5.7% | +54.8% | -49.1% | +4.6% |
| 30D | +2.6% | +18.4% | -15.8% | +1.8% |
| 3M | +31.6% | -66.7% | +98.3% | +34.1% |
| 6M | +32.8% | -52.3% | +85.2% | +31.5% |
| YTD | +16.5% | -52.3% | +68.8% | +13.8% |
| All | +10.0% | -84.4% | +94.4% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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