+22.5%
CRBG vs LEN
-31.8%
+54.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.2% |
| 7D | +5.1% | -8.7% | +13.8% | +6.8% |
| 30D | +4.6% | +11.6% | -7.0% | +2.0% |
| 3M | +7.2% | -1.3% | +8.5% | +7.2% |
| 6M | +40.0% | -1.4% | +41.5% | +38.9% |
| YTD | +22.4% | -16.9% | +39.3% | +24.5% |
| 1Y | +22.5% | -31.2% | +53.6% | +33.6% |
| All | +22.5% | -31.8% | +54.3% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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