+122.7%
CRBG vs QSR
+25.8%
+96.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +0.6% | -4.0% | +4.6% | +1.9% |
| 30D | +2.6% | +2.8% | -0.1% | +1.6% |
| 3M | +24.0% | +5.1% | +18.9% | +21.6% |
| 6M | +50.5% | +8.8% | +41.7% | +45.9% |
| YTD | +17.1% | +14.8% | +2.3% | +11.2% |
| 1Y | +5.9% | +25.7% | -19.8% | -2.6% |
| 3Y | +122.7% | +27.5% | +95.2% | +100.6% |
| All | +122.7% | +25.8% | +96.9% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling