+6.1%
CRBG vs RNG
+131.7%
-125.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.3% |
| 7D | +5.7% | +5.8% | -0.1% | +5.0% |
| 30D | +2.6% | +19.6% | -17.0% | +0.5% |
| 3M | +31.6% | +67.0% | -35.4% | +23.5% |
| 6M | +32.8% | +88.4% | -55.5% | +21.1% |
| YTD | +16.5% | +155.5% | -139.0% | +0.9% |
| All | +6.1% | +131.7% | -125.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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