+4.6%
CRBG vs SIRI
+23.6%
-19.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +4.9% | +4.3% | +0.6% | +4.3% |
| 30D | +0.2% | -2.8% | +3.0% | +0.4% |
| 3M | +25.5% | +5.9% | +19.6% | +24.4% |
| 6M | +35.7% | +31.9% | +3.8% | +31.4% |
| YTD | +14.0% | +48.7% | -34.6% | +8.7% |
| All | +4.6% | +23.6% | -19.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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