+3.9%
CRBG vs USHY
+4.0%
-0.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.0% |
| 7D | +4.9% | 0.0% | +4.9% | +4.8% |
| 30D | +0.2% | 0.0% | +0.2% | +0.3% |
| 3M | +25.5% | +1.2% | +24.3% | +19.2% |
| 6M | +35.7% | +2.6% | +33.1% | +20.6% |
| YTD | +14.0% | +2.4% | +11.6% | +3.7% |
| 1Y | +3.9% | +4.2% | -0.3% | -12.2% |
| All | +3.9% | +4.0% | -0.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling