+122.7%
CRBG vs VCLT
+11.4%
+111.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.6% | -1.4% | +1.9% | +1.2% |
| 30D | +2.6% | -1.2% | +3.8% | +3.2% |
| 3M | +24.0% | -4.8% | +28.8% | +27.0% |
| 6M | +50.5% | -2.6% | +53.1% | +52.5% |
| YTD | +17.1% | -3.3% | +20.5% | +19.2% |
| 1Y | +5.9% | -4.8% | +10.7% | +8.3% |
| 3Y | +122.7% | +11.5% | +111.2% | +105.6% |
| All | +122.7% | +11.4% | +111.4% | +105.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling