+115.6%
CRBG vs TRMB
-2.2%
+117.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.4% |
| 6M | +50.5% | -14.7% | +65.2% | +61.7% |
| YTD | +17.1% | -26.4% | +43.5% | +35.3% |
| 1Y | +5.9% | -30.4% | +36.3% | +25.4% |
| 3Y | +122.7% | +13.5% | +109.2% | +112.7% |
| All | +115.6% | -2.2% | +117.8% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling