+115.6%
CRBG vs TXG
+110.6%
+5.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +1.0% |
| 7D | +0.6% | +9.5% | -8.9% | -0.6% |
| 30D | +2.6% | +18.8% | -16.1% | +0.3% |
| 3M | +24.0% | +136.1% | -112.1% | +10.2% |
| 6M | +50.5% | +235.2% | -184.7% | +26.7% |
| YTD | +17.1% | +320.5% | -303.4% | -4.6% |
| 1Y | +5.9% | +425.2% | -419.3% | -17.1% |
| 3Y | +122.7% | +42.9% | +79.8% | +87.9% |
| All | +115.6% | +110.6% | +5.0% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling