+6.1%
CRBG vs VSXY
+188.3%
-182.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | +5.7% | -14.0% | +19.7% | +7.2% |
| 30D | +2.6% | -15.9% | +18.5% | +4.3% |
| 3M | +31.6% | +3.4% | +28.2% | +30.5% |
| 6M | +32.8% | +25.9% | +6.9% | +25.4% |
| YTD | +16.5% | +39.5% | -23.0% | +9.2% |
| All | +6.1% | +188.3% | -182.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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