+122.7%
CRBG vs RJF
+69.0%
+53.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | -2.7% | +3.3% | +2.7% |
| 30D | +2.6% | -4.3% | +6.9% | +6.1% |
| 3M | +24.0% | +15.7% | +8.3% | +10.7% |
| 6M | +50.5% | +17.8% | +32.7% | +32.5% |
| YTD | +17.1% | +9.2% | +8.0% | +8.8% |
| 1Y | +5.9% | +2.8% | +3.1% | +2.8% |
| 3Y | +122.7% | +69.5% | +53.3% | +59.0% |
| All | +122.7% | +69.0% | +53.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling