+6.1%
CRBG vs TRMB
-24.7%
+30.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | +5.7% | -2.5% | +8.2% | +6.9% |
| 30D | +2.6% | +1.5% | +1.1% | +1.8% |
| 3M | +31.6% | +6.8% | +24.8% | +27.2% |
| 6M | +32.8% | -14.9% | +47.8% | +45.9% |
| YTD | +16.5% | -24.1% | +40.6% | +33.8% |
| 1Y | +6.1% | -25.4% | +31.5% | +22.2% |
| All | +6.1% | -24.7% | +30.8% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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