+6.6%
CRBG vs NYT
+15.8%
-9.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.7% |
| 30D | +2.4% | +4.5% | -2.1% | +2.4% |
| 3M | +26.8% | -8.5% | +35.4% | +25.7% |
| 6M | +41.5% | -15.1% | +56.6% | +40.4% |
| YTD | +15.5% | -3.3% | +18.8% | +17.1% |
| 1Y | +6.6% | +17.0% | -10.4% | +8.6% |
| All | +6.6% | +15.8% | -9.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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