+115.6%
CRBG vs TXT
+28.8%
+86.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.1% |
| 7D | +0.6% | +2.5% | -1.9% | -0.8% |
| 30D | +2.6% | -8.9% | +11.5% | +8.2% |
| 3M | +24.0% | -13.6% | +37.6% | +34.0% |
| 6M | +50.5% | -13.1% | +63.6% | +61.5% |
| YTD | +17.1% | -7.0% | +24.2% | +19.9% |
| 1Y | +5.9% | -1.4% | +7.3% | +4.1% |
| 3Y | +122.7% | +7.0% | +115.8% | +101.3% |
| All | +115.6% | +28.8% | +86.8% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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