+122.7%
CRBG vs TLN
+471.2%
-348.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | +2.6% | -14.3% | +17.0% | +5.1% |
| 3M | +24.0% | -9.3% | +33.3% | +25.0% |
| 6M | +50.5% | -1.1% | +51.6% | +48.3% |
| YTD | +17.1% | -16.6% | +33.7% | +18.4% |
| 1Y | +5.9% | -22.0% | +27.9% | +7.7% |
| 3Y | +122.7% | +470.2% | -347.4% | +81.0% |
| All | +122.7% | +471.2% | -348.5% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling