+29.1%
CRBG vs XHB
-2.2%
+31.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.7% |
| 7D | +6.6% | -0.2% | +6.8% | +6.7% |
| 30D | +7.1% | +9.9% | -2.9% | +2.7% |
| 3M | +6.7% | -6.3% | +13.0% | +9.8% |
| 6M | +39.7% | +3.8% | +35.8% | +34.2% |
| YTD | +23.7% | +0.1% | +23.6% | +21.7% |
| 1Y | +29.1% | -0.8% | +29.9% | +27.8% |
| All | +29.1% | -2.2% | +31.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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