+122.7%
CRBG vs MDY
+48.5%
+74.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.5% |
| 7D | +0.6% | -1.9% | +2.4% | +2.7% |
| 30D | +2.6% | -4.6% | +7.3% | +8.3% |
| 3M | +24.0% | -1.2% | +25.2% | +25.4% |
| 6M | +50.5% | +9.2% | +41.3% | +35.4% |
| YTD | +17.1% | +13.1% | +4.1% | +1.8% |
| 1Y | +5.9% | +13.0% | -7.1% | -7.9% |
| 3Y | +122.7% | +49.2% | +73.5% | +56.0% |
| All | +122.7% | +48.5% | +74.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling