+115.6%
CRBG vs ITOT
+104.9%
+10.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +1.8% |
| 30D | +2.6% | -1.5% | +4.1% | +4.6% |
| 3M | +24.0% | +3.6% | +20.4% | +18.4% |
| 6M | +50.5% | +13.7% | +36.8% | +27.3% |
| YTD | +17.1% | +12.9% | +4.2% | +0.4% |
| 1Y | +5.9% | +17.2% | -11.3% | -13.5% |
| 3Y | +122.7% | +75.6% | +47.1% | +13.1% |
| All | +115.6% | +104.9% | +10.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling