+5.9%
CRBG vs VCLT
-4.4%
+10.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | -1.4% | +1.9% | +2.2% |
| 30D | +2.6% | -1.2% | +3.8% | +4.1% |
| 3M | +24.0% | -4.8% | +28.8% | +31.9% |
| 6M | +50.5% | -2.6% | +53.1% | +54.6% |
| YTD | +17.1% | -3.3% | +20.5% | +21.9% |
| 1Y | +5.9% | -4.8% | +10.7% | +11.1% |
| All | +5.9% | -4.4% | +10.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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