+111.1%
CRBG vs VLTO
+24.3%
+86.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +0.6% | -2.3% | +2.9% | +1.5% |
| 30D | +2.6% | -2.7% | +5.3% | +3.7% |
| 3M | +24.0% | +14.0% | +10.0% | +16.8% |
| 6M | +50.5% | +3.3% | +47.2% | +47.9% |
| YTD | +17.1% | -5.4% | +22.5% | +19.6% |
| 1Y | +5.9% | -13.3% | +19.2% | +12.4% |
| All | +111.1% | +24.3% | +86.8% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling