+115.6%
CRBG vs M
+57.2%
+58.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | -0.3% |
| 7D | +0.6% | -4.2% | +4.8% | +1.4% |
| 30D | +2.6% | -7.2% | +9.8% | +4.2% |
| 3M | +24.0% | -11.1% | +35.1% | +26.6% |
| 6M | +50.5% | +28.8% | +21.7% | +40.7% |
| YTD | +17.1% | +2.0% | +15.1% | +15.2% |
| 1Y | +5.9% | +31.3% | -25.4% | -1.8% |
| 3Y | +122.7% | +119.1% | +3.6% | +71.5% |
| All | +115.6% | +57.2% | +58.4% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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