+115.6%
CRBG vs SIRI
-43.4%
+159.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +2.6% | +2.5% | +0.1% | +2.3% |
| 3M | +24.0% | +6.6% | +17.4% | +22.8% |
| 6M | +50.5% | +32.9% | +17.6% | +44.8% |
| YTD | +17.1% | +50.5% | -33.3% | +10.7% |
| 1Y | +5.9% | +28.0% | -22.1% | +2.0% |
| 3Y | +122.7% | -22.4% | +145.1% | +118.6% |
| All | +115.6% | -43.4% | +159.1% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling