+29.5%
CRBG vs XE
-36.4%
+65.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.1% | -10.2% | -2.2% |
| 7D | +4.9% | +4.0% | +0.9% | +4.9% |
| 30D | +0.2% | -15.5% | +15.7% | +0.6% |
| 3M | +25.5% | -14.6% | +40.1% | +25.1% |
| All | +29.5% | -36.4% | +65.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling