+17.9%
CRBG vs REPL
+152.6%
-134.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.4% |
| 7D | -2.1% | +22.8% | -24.8% | -2.0% |
| 30D | -0.9% | +63.8% | -64.7% | -0.8% |
| 3M | +1.0% | +68.1% | -67.2% | +1.1% |
| 6M | +23.5% | +528.5% | -505.0% | +23.2% |
| YTD | +16.0% | +122.4% | -106.4% | +13.2% |
| 1Y | +17.9% | +154.4% | -136.5% | +7.0% |
| All | +17.9% | +152.6% | -134.7% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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