+115.6%
CRBG vs VYM
+78.1%
+37.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +1.9% |
| 30D | +2.6% | -2.2% | +4.9% | +6.6% |
| 3M | +24.0% | +3.1% | +20.9% | +18.2% |
| 6M | +50.5% | +9.7% | +40.8% | +29.8% |
| YTD | +17.1% | +14.9% | +2.2% | -5.7% |
| 1Y | +5.9% | +17.6% | -11.7% | -17.7% |
| 3Y | +122.7% | +65.3% | +57.4% | +6.2% |
| All | +115.6% | +78.1% | +37.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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