+115.6%
CRBG vs WY
-18.4%
+134.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +0.6% | -4.2% | +4.8% | +2.3% |
| 30D | +2.6% | -10.1% | +12.7% | +7.1% |
| 3M | +24.0% | -8.5% | +32.5% | +27.7% |
| 6M | +50.5% | -3.3% | +53.9% | +50.8% |
| YTD | +17.1% | -4.4% | +21.5% | +17.5% |
| 1Y | +5.9% | -11.5% | +17.4% | +9.9% |
| 3Y | +122.7% | -24.3% | +147.0% | +141.6% |
| All | +115.6% | -18.4% | +134.0% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 all: compounded portfolio wealth divided by compounded WY 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…
all analysis · Full analysis span regression · 6 months rolling