+6.1%
CRBG vs TLN
-17.2%
+23.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.3% |
| 7D | +5.7% | +7.1% | -1.4% | +4.8% |
| 30D | +2.6% | -3.9% | +6.5% | +2.9% |
| 3M | +31.6% | -16.2% | +47.7% | +33.6% |
| 6M | +32.8% | -5.8% | +38.7% | +31.7% |
| YTD | +16.5% | -15.4% | +31.9% | +16.8% |
| 1Y | +6.1% | -16.7% | +22.8% | +5.7% |
| All | +6.1% | -17.2% | +23.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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