+4.8%
CRBG vs MTCH
+9.3%
-4.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +0.8% | -2.4% | +3.2% | +1.6% |
| 30D | -1.9% | +12.8% | -14.7% | -5.9% |
| 3M | +23.6% | +20.0% | +3.7% | +13.2% |
| 6M | +36.5% | +34.7% | +1.8% | +16.7% |
| YTD | +14.3% | +30.6% | -16.3% | -1.6% |
| 1Y | +4.8% | +10.9% | -6.1% | -6.6% |
| All | +4.8% | +9.3% | -4.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling