+122.7%
CRBG vs REPL
-34.7%
+157.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +1.4% |
| 7D | +0.6% | -14.1% | +14.7% | +0.6% |
| 30D | +2.6% | -15.2% | +17.9% | +2.7% |
| 3M | +24.0% | +49.9% | -25.9% | +24.0% |
| 6M | +50.5% | +63.5% | -13.0% | +49.2% |
| YTD | +17.1% | +32.9% | -15.8% | +16.2% |
| 1Y | +5.9% | +115.0% | -109.1% | +4.4% |
| 3Y | +122.7% | -34.7% | +157.4% | +106.9% |
| All | +122.7% | -34.7% | +157.5% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling