+3.9%
CRBG vs SPYG
+20.7%
-16.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.1% |
| 30D | +0.2% | -1.6% | +1.8% | +1.3% |
| 3M | +25.5% | +3.4% | +22.1% | +22.3% |
| 6M | +35.7% | +18.9% | +16.8% | +15.6% |
| YTD | +14.0% | +13.8% | +0.2% | 0.0% |
| 1Y | +3.9% | +20.6% | -16.7% | -11.7% |
| All | +3.9% | +20.7% | -16.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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