+115.6%
CRBG vs RACE
+117.8%
-2.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.0% |
| 7D | +0.6% | +0.9% | -0.4% | +0.3% |
| 30D | +2.6% | +1.6% | +1.0% | +2.0% |
| 3M | +24.0% | +13.2% | +10.8% | +18.6% |
| 6M | +50.5% | +22.9% | +27.6% | +39.5% |
| YTD | +17.1% | +13.3% | +3.9% | +11.2% |
| 1Y | +5.9% | -12.7% | +18.6% | +8.7% |
| 3Y | +122.7% | +40.3% | +82.4% | +84.8% |
| All | +115.6% | +117.8% | -2.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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