+115.6%
CRBG vs VICR
+215.0%
-99.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | +0.4% |
| 7D | +0.6% | +5.0% | -4.4% | 0.0% |
| 30D | +2.6% | -12.5% | +15.1% | +3.7% |
| 3M | +24.0% | -33.6% | +57.6% | +27.3% |
| 6M | +50.5% | +10.7% | +39.8% | +42.4% |
| YTD | +17.1% | +80.6% | -63.4% | +3.6% |
| 1Y | +5.9% | +288.4% | -282.5% | -16.2% |
| 3Y | +122.7% | +213.8% | -91.1% | +73.3% |
| All | +115.6% | +215.0% | -99.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 5y: compounded portfolio wealth divided by compounded VICR 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…
5y analysis · Full analysis span regression · 6 months rolling