+122.7%
CRBG vs SITM
+452.7%
-329.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.8% |
| 7D | +0.6% | +3.9% | -3.3% | +0.1% |
| 30D | +2.6% | -6.6% | +9.2% | +3.2% |
| 3M | +24.0% | -11.9% | +35.9% | +24.2% |
| 6M | +50.5% | +81.1% | -30.6% | +33.1% |
| YTD | +17.1% | +80.0% | -62.8% | +2.7% |
| 1Y | +5.9% | +145.8% | -140.0% | -13.1% |
| 3Y | +122.7% | +475.9% | -353.2% | +57.5% |
| All | +122.7% | +452.7% | -329.9% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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