+115.6%
CRBG vs SAN
+563.5%
-447.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.8% | +0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +2.6% | +0.9% | +1.7% | +2.2% |
| 3M | +24.0% | +19.1% | +4.9% | +14.7% |
| 6M | +50.5% | +33.2% | +17.3% | +32.0% |
| YTD | +17.1% | +29.1% | -12.0% | +3.8% |
| 1Y | +5.9% | +50.2% | -44.4% | -12.4% |
| 3Y | +122.7% | +351.0% | -228.3% | +11.7% |
| All | +115.6% | +563.5% | -447.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling