+5.9%
CRBG vs SPXU
-36.3%
+42.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +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% | +19.8% |
| 6M | +50.5% | -30.7% | +81.2% | +27.9% |
| YTD | +17.1% | -28.1% | +45.3% | +2.6% |
| 1Y | +5.9% | -35.2% | +41.1% | -9.5% |
| All | +5.9% | -36.3% | +42.2% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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