+115.6%
CRBG vs NYT
+127.5%
-11.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +2.6% | +4.6% | -1.9% | +1.5% |
| 3M | +24.0% | -9.6% | +33.6% | +26.1% |
| 6M | +50.5% | -14.0% | +64.5% | +54.6% |
| YTD | +17.1% | -2.8% | +20.0% | +15.6% |
| 1Y | +5.9% | +15.6% | -9.7% | -1.5% |
| 3Y | +122.7% | +56.3% | +66.4% | +81.7% |
| All | +115.6% | +127.5% | -11.9% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling