+6.6%
CRBG vs SNY
-4.6%
+11.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.6% | -3.6% | +2.0% | -0.7% |
| 30D | +2.4% | -1.9% | +4.3% | +2.8% |
| 3M | +26.8% | -2.0% | +28.8% | +27.1% |
| 6M | +41.5% | +2.5% | +39.0% | +41.1% |
| YTD | +15.5% | -7.0% | +22.4% | +16.6% |
| 1Y | +6.6% | -4.4% | +10.9% | +6.8% |
| All | +6.6% | -4.6% | +11.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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