+122.7%
CRBG vs STLD
+139.6%
-16.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | +2.6% | -8.9% | +11.5% | +6.2% |
| 3M | +24.0% | -14.0% | +38.0% | +30.8% |
| 6M | +50.5% | +30.8% | +19.7% | +32.0% |
| YTD | +17.1% | +42.3% | -25.1% | -1.7% |
| 1Y | +5.9% | +81.1% | -75.2% | -21.0% |
| 3Y | +122.7% | +149.2% | -26.5% | +40.6% |
| All | +122.7% | +139.6% | -16.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 3y: compounded portfolio wealth divided by compounded STLD 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…
3y analysis · Full analysis span regression · 6 months rolling