+115.6%
CRBG vs SM
-4.6%
+120.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.6% | +4.6% | -4.0% | -0.4% |
| 30D | +2.6% | +18.2% | -15.6% | -1.2% |
| 3M | +24.0% | +22.5% | +1.5% | +17.3% |
| 6M | +50.5% | +50.6% | 0.0% | +31.9% |
| YTD | +17.1% | +108.1% | -91.0% | -7.4% |
| 1Y | +5.9% | +46.0% | -40.1% | -7.5% |
| 3Y | +122.7% | +2.9% | +119.9% | +104.3% |
| All | +115.6% | -4.6% | +120.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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