+122.7%
CRBG vs RNG
+119.8%
+3.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.6% | -6.1% | +6.7% | +1.5% |
| 30D | +2.6% | +9.6% | -7.0% | +1.2% |
| 3M | +24.0% | +83.3% | -59.3% | +12.4% |
| 6M | +50.5% | +77.9% | -27.4% | +35.6% |
| YTD | +17.1% | +139.9% | -122.8% | -0.7% |
| 1Y | +5.9% | +121.7% | -115.8% | -9.3% |
| 3Y | +122.7% | +121.9% | +0.9% | +85.1% |
| All | +122.7% | +119.8% | +3.0% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling