+115.6%
CRBG vs RVTY
-3.9%
+119.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.6% |
| 7D | +0.6% | -4.5% | +5.1% | +2.0% |
| 30D | +2.6% | +5.5% | -2.8% | +0.9% |
| 3M | +24.0% | +22.5% | +1.5% | +15.9% |
| 6M | +50.5% | +38.9% | +11.6% | +34.2% |
| YTD | +17.1% | +28.7% | -11.6% | +6.8% |
| 1Y | +5.9% | +45.5% | -39.6% | -7.4% |
| 3Y | +122.7% | +16.4% | +106.4% | +104.8% |
| All | +115.6% | -3.9% | +119.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling