+115.6%
CRBG vs ULTA
+31.0%
+84.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +1.0% |
| 7D | +0.6% | -3.1% | +3.7% | +1.2% |
| 30D | +2.6% | +2.8% | -0.2% | +2.0% |
| 3M | +24.0% | +14.8% | +9.2% | +20.0% |
| 6M | +50.5% | -16.2% | +66.7% | +55.0% |
| YTD | +17.1% | -9.6% | +26.8% | +18.6% |
| 1Y | +5.9% | +4.8% | +1.1% | +3.4% |
| 3Y | +122.7% | +30.7% | +92.0% | +94.1% |
| All | +115.6% | +31.0% | +84.7% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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