+115.6%
CRBG vs NWSA
+78.3%
+37.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.6% | -2.8% | +3.4% | +2.1% |
| 30D | +2.6% | +3.0% | -0.4% | +1.0% |
| 3M | +24.0% | +12.3% | +11.7% | +16.2% |
| 6M | +50.5% | +21.9% | +28.7% | +34.0% |
| YTD | +17.1% | +13.6% | +3.6% | +8.1% |
| 1Y | +5.9% | +0.5% | +5.4% | +4.7% |
| 3Y | +122.7% | +43.8% | +79.0% | +84.5% |
| All | +115.6% | +78.3% | +37.3% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling