+115.6%
CRBG vs TKO
+199.0%
-83.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +0.6% | +2.3% | -1.7% | 0.0% |
| 30D | +2.6% | -2.5% | +5.1% | +3.1% |
| 3M | +24.0% | -10.6% | +34.6% | +26.8% |
| 6M | +50.5% | -5.1% | +55.6% | +51.4% |
| YTD | +17.1% | -8.2% | +25.4% | +18.6% |
| 1Y | +5.9% | -4.4% | +10.3% | +5.9% |
| 3Y | +122.7% | +100.4% | +22.4% | +94.7% |
| All | +115.6% | +199.0% | -83.4% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling