+115.6%
CRBG vs NTR
+2.4%
+113.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | +2.6% | +16.8% | -14.1% | -0.5% |
| 3M | +24.0% | +20.7% | +3.2% | +19.3% |
| 6M | +50.5% | +0.5% | +50.0% | +49.6% |
| YTD | +17.1% | +29.2% | -12.1% | +8.9% |
| 1Y | +5.9% | +39.6% | -33.7% | -3.9% |
| 3Y | +122.7% | +37.9% | +84.9% | +100.0% |
| All | +115.6% | +2.4% | +113.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 all: compounded portfolio wealth divided by compounded NTR 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…
all analysis · Full analysis span regression · 6 months rolling