+122.7%
CRBG vs RUN
-39.0%
+161.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +0.6% | -3.7% | +4.3% | +0.8% |
| 30D | +2.6% | -13.0% | +15.6% | +3.4% |
| 3M | +24.0% | -31.8% | +55.8% | +26.4% |
| 6M | +50.5% | -32.2% | +82.7% | +53.0% |
| YTD | +17.1% | -53.5% | +70.6% | +21.3% |
| 1Y | +5.9% | -46.5% | +52.4% | +8.7% |
| 3Y | +122.7% | -37.6% | +160.3% | +112.0% |
| All | +122.7% | -39.0% | +161.7% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling