+122.7%
CRBG vs TROW
+11.3%
+111.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.2% |
| 7D | +0.6% | -3.2% | +3.8% | +2.7% |
| 30D | +2.6% | -4.6% | +7.2% | +5.8% |
| 3M | +24.0% | -0.7% | +24.6% | +23.7% |
| 6M | +50.5% | +22.2% | +28.3% | +30.7% |
| YTD | +17.1% | +6.6% | +10.5% | +10.9% |
| 1Y | +5.9% | +5.8% | +0.1% | +0.7% |
| 3Y | +122.7% | +11.6% | +111.1% | +105.1% |
| All | +122.7% | +11.3% | +111.4% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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