+50.5%
CRBG vs S
+39.2%
+11.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.6% | -0.7% | +1.2% | +0.7% |
| 30D | +2.6% | -11.4% | +14.1% | +4.6% |
| 3M | +24.0% | +33.8% | -9.8% | +15.7% |
| 6M | +50.5% | +39.5% | +11.0% | +36.4% |
| All | +50.5% | +39.2% | +11.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 6mo: compounded portfolio wealth divided by compounded S 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…
6mo analysis · Full analysis span regression · 6 months rolling