+115.6%
CRBG vs MKTX
-32.6%
+148.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +2.6% | +0.7% | +1.9% | +2.6% |
| 3M | +24.0% | +40.8% | -16.8% | +21.4% |
| 6M | +50.5% | -8.0% | +58.5% | +51.1% |
| YTD | +17.1% | -8.7% | +25.9% | +17.5% |
| 1Y | +5.9% | -11.8% | +17.7% | +6.4% |
| 3Y | +122.7% | -24.0% | +146.8% | +122.9% |
| All | +115.6% | -32.6% | +148.2% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling