+6.6%
CRBG vs SARO
-11.3%
+17.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.8% |
| 7D | -1.6% | -4.0% | +2.4% | -0.3% |
| 30D | +2.4% | -16.1% | +18.5% | +8.2% |
| 3M | +26.8% | -4.5% | +31.4% | +28.0% |
| 6M | +41.5% | -17.0% | +58.6% | +49.2% |
| YTD | +15.5% | -17.5% | +33.0% | +22.1% |
| 1Y | +6.6% | -12.3% | +18.8% | +9.5% |
| All | +6.6% | -11.3% | +17.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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