+22.5%
CRBG vs XME
+0.8%
+21.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | +5.1% | +5.3% | -0.3% | +3.7% |
| 30D | +4.6% | -8.2% | +12.8% | +6.5% |
| 3M | +7.2% | -18.4% | +25.6% | +11.9% |
| 6M | +40.0% | -22.8% | +62.9% | +47.2% |
| YTD | +22.4% | -7.9% | +30.3% | +16.9% |
| 1Y | +22.5% | -0.9% | +23.3% | +11.5% |
| All | +22.5% | +0.8% | +21.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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