+122.7%
CRBG vs URA
+101.1%
+21.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.2% |
| 7D | +0.6% | -5.5% | +6.1% | +1.8% |
| 30D | +2.6% | -3.7% | +6.3% | +3.3% |
| 3M | +24.0% | -2.9% | +26.9% | +24.1% |
| 6M | +50.5% | -15.2% | +65.8% | +54.4% |
| YTD | +17.1% | +1.9% | +15.3% | +13.0% |
| 1Y | +5.9% | +6.9% | -1.1% | -0.8% |
| 3Y | +122.7% | +99.6% | +23.1% | +60.5% |
| All | +122.7% | +101.1% | +21.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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