+122.7%
CRBG vs MTB
+114.2%
+8.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +2.6% | -4.8% | +7.4% | +6.3% |
| 3M | +24.0% | +6.0% | +18.0% | +18.7% |
| 6M | +50.5% | +19.6% | +30.9% | +32.2% |
| YTD | +17.1% | +21.5% | -4.3% | +2.2% |
| 1Y | +5.9% | +24.7% | -18.8% | -9.4% |
| 3Y | +122.7% | +108.6% | +14.2% | +56.0% |
| All | +122.7% | +114.2% | +8.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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