+122.7%
CRBG vs MOH
-36.3%
+159.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.4% |
| 7D | +0.6% | +1.7% | -1.1% | +0.5% |
| 30D | +2.6% | -0.9% | +3.5% | +2.7% |
| 3M | +24.0% | +5.7% | +18.3% | +23.9% |
| 6M | +50.5% | +39.1% | +11.4% | +49.4% |
| YTD | +17.1% | +17.7% | -0.5% | +16.5% |
| 1Y | +5.9% | +8.4% | -2.5% | +5.4% |
| 3Y | +122.7% | -36.6% | +159.3% | +117.4% |
| All | +122.7% | -36.3% | +159.0% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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