+115.6%
CRBG vs SPXS
-87.9%
+203.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.4% |
| 7D | +0.6% | +2.5% | -1.9% | +1.7% |
| 30D | +2.6% | +4.2% | -1.6% | +4.7% |
| 3M | +24.0% | -9.3% | +33.3% | +19.9% |
| 6M | +50.5% | -30.7% | +81.2% | +31.4% |
| YTD | +17.1% | -28.1% | +45.2% | +5.0% |
| 1Y | +5.9% | -35.1% | +40.9% | -8.2% |
| 3Y | +122.7% | -79.6% | +202.3% | +37.8% |
| All | +115.6% | -87.9% | +203.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling