+115.6%
CRBG vs NVS
+96.4%
+19.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | -14.3% | +14.8% | +4.5% |
| 30D | +2.6% | -10.0% | +12.6% | +5.0% |
| 3M | +24.0% | -10.9% | +34.9% | +27.1% |
| 6M | +50.5% | -12.0% | +62.5% | +54.6% |
| YTD | +17.1% | +2.5% | +14.6% | +15.3% |
| 1Y | +5.9% | +10.7% | -4.8% | +1.9% |
| 3Y | +122.7% | +53.3% | +69.4% | +91.6% |
| All | +115.6% | +96.4% | +19.2% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling