+115.6%
CRBG vs SPY
+109.0%
+6.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.3% |
| 7D | +0.6% | -0.8% | +1.3% | +1.6% |
| 30D | +2.6% | -1.1% | +3.7% | +4.1% |
| 3M | +24.0% | +3.9% | +20.1% | +18.0% |
| 6M | +50.5% | +13.6% | +36.9% | +27.6% |
| YTD | +17.1% | +12.7% | +4.5% | +0.7% |
| 1Y | +5.9% | +17.5% | -11.6% | -13.7% |
| 3Y | +122.7% | +76.9% | +45.8% | +12.2% |
| All | +115.6% | +109.0% | +6.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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