+122.7%
CRBG vs TRMB
+12.4%
+110.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | +0.6% | -3.0% | +3.6% | +2.1% |
| 30D | +2.6% | +2.3% | +0.3% | +1.3% |
| 3M | +24.0% | +15.3% | +8.7% | +14.0% |
| 6M | +50.5% | -14.7% | +65.2% | +62.5% |
| YTD | +17.1% | -26.4% | +43.5% | +36.4% |
| 1Y | +5.9% | -30.4% | +36.3% | +26.7% |
| 3Y | +122.7% | +13.5% | +109.2% | +127.7% |
| All | +122.7% | +12.4% | +110.3% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling