+115.6%
CRBG vs PHM
+217.9%
-102.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.0% |
| 7D | +0.6% | -5.0% | +5.6% | +2.0% |
| 30D | +2.6% | -8.4% | +11.1% | +5.2% |
| 3M | +24.0% | -4.4% | +28.4% | +24.9% |
| 6M | +50.5% | -3.7% | +54.3% | +50.9% |
| YTD | +17.1% | +1.3% | +15.9% | +15.6% |
| 1Y | +5.9% | -14.0% | +19.9% | +9.1% |
| 3Y | +122.7% | +48.1% | +74.6% | +87.9% |
| All | +115.6% | +217.9% | -102.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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