+115.6%
CRBG vs RL
+297.6%
-182.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +0.6% | -3.4% | +4.0% | +2.0% |
| 30D | +2.6% | -14.4% | +17.1% | +9.0% |
| 3M | +24.0% | -13.6% | +37.6% | +30.9% |
| 6M | +50.5% | +0.6% | +50.0% | +48.3% |
| YTD | +17.1% | -3.6% | +20.7% | +17.6% |
| 1Y | +5.9% | +8.3% | -2.5% | +1.3% |
| 3Y | +122.7% | +204.8% | -82.1% | +43.0% |
| All | +115.6% | +297.6% | -182.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 5y: compounded portfolio wealth divided by compounded RL 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…
5y analysis · Full analysis span regression · 6 months rolling