+6.1%
CRBG vs RJF
+9.4%
-3.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | +0.4% |
| 7D | +5.7% | -0.6% | +6.3% | +6.2% |
| 30D | +2.6% | -1.3% | +3.9% | +3.6% |
| 3M | +31.6% | +18.9% | +12.7% | +15.7% |
| 6M | +32.8% | +15.0% | +17.8% | +19.2% |
| YTD | +16.5% | +12.2% | +4.2% | +4.7% |
| All | +6.1% | +9.4% | -3.3% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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