+122.7%
CRBG vs VSXY
+352.7%
-230.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +1.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +2.6% | -18.7% | +21.3% | +4.8% |
| 3M | +24.0% | -4.0% | +28.0% | +24.0% |
| 6M | +50.5% | +67.5% | -17.0% | +39.0% |
| YTD | +17.1% | +39.7% | -22.5% | +10.3% |
| 1Y | +5.9% | +180.0% | -174.1% | -8.4% |
| 3Y | +122.7% | +337.3% | -214.6% | +79.9% |
| All | +122.7% | +352.7% | -230.0% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling