+5.9%
CRBG vs RUN
-47.1%
+53.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +0.6% | -3.7% | +4.3% | +1.0% |
| 30D | +2.6% | -13.0% | +15.6% | +4.3% |
| 3M | +24.0% | -31.8% | +55.8% | +29.3% |
| 6M | +50.5% | -32.2% | +82.7% | +55.3% |
| YTD | +17.1% | -53.5% | +70.6% | +27.0% |
| 1Y | +5.9% | -46.5% | +52.4% | +9.4% |
| All | +5.9% | -47.1% | +53.0% | +9.4% |
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