+17.9%
CRBG vs SAN
+16.7%
+1.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | -2.1% | +4.9% | -7.0% | -4.3% |
| 30D | -0.9% | -13.0% | +12.1% | +5.5% |
| 3M | +1.0% | -18.9% | +19.8% | +11.0% |
| 6M | +23.5% | -4.1% | +27.6% | +24.8% |
| YTD | +16.0% | +2.6% | +13.4% | +11.2% |
| 1Y | +17.9% | +16.9% | +1.0% | +3.7% |
| All | +17.9% | +16.7% | +1.2% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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