+122.7%
CRBG vs SBAC
-9.4%
+132.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.3% |
| 7D | +0.6% | -2.1% | +2.7% | +0.7% |
| 30D | +2.6% | +2.0% | +0.6% | +2.5% |
| 3M | +24.0% | -8.3% | +32.3% | +24.4% |
| 6M | +50.5% | +0.3% | +50.2% | +50.0% |
| YTD | +17.1% | -2.2% | +19.3% | +16.8% |
| 1Y | +5.9% | -4.6% | +10.5% | +5.8% |
| 3Y | +122.7% | -8.3% | +131.0% | +120.6% |
| All | +122.7% | -9.4% | +132.1% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling