+115.6%
CRBG vs STLA
-49.0%
+164.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.8% | +0.8% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | +2.6% | +0.9% | +1.7% | +2.2% |
| 3M | +24.0% | -21.6% | +45.6% | +32.2% |
| 6M | +50.5% | -21.6% | +72.1% | +59.3% |
| YTD | +17.1% | -50.4% | +67.5% | +40.3% |
| 1Y | +5.9% | -43.6% | +49.5% | +19.5% |
| 3Y | +122.7% | -66.4% | +189.1% | +171.2% |
| All | +115.6% | -49.0% | +164.7% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 all: compounded portfolio wealth divided by compounded STLA 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…
all analysis · Full analysis span regression · 6 months rolling