+115.6%
CRBG vs RGEN
-28.1%
+143.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | +2.6% | -0.3% | +2.9% | +2.5% |
| 3M | +24.0% | +23.9% | +0.1% | +18.2% |
| 6M | +50.5% | +38.5% | +12.0% | +39.7% |
| YTD | +17.1% | +0.8% | +16.3% | +15.4% |
| 1Y | +5.9% | +38.2% | -32.3% | -2.1% |
| 3Y | +122.7% | +1.3% | +121.4% | +111.1% |
| All | +115.6% | -28.1% | +143.7% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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