+29.1%
CRBG vs RUN
-55.1%
+84.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +6.6% | -13.5% | +20.2% | +8.2% |
| 30D | +7.1% | +18.3% | -11.2% | +4.2% |
| 3M | +6.7% | -12.5% | +19.2% | +7.7% |
| 6M | +39.7% | -40.3% | +80.0% | +47.7% |
| YTD | +23.7% | -53.1% | +76.8% | +33.6% |
| 1Y | +29.1% | -54.3% | +83.3% | +39.8% |
| All | +29.1% | -55.1% | +84.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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