+6.1%
CRBG vs XPO
+47.6%
-41.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -2.0% |
| 7D | +5.7% | +2.4% | +3.3% | +5.0% |
| 30D | +2.6% | -3.5% | +6.2% | +3.4% |
| 3M | +31.6% | -11.9% | +43.5% | +35.6% |
| 6M | +32.8% | -10.0% | +42.8% | +34.4% |
| YTD | +16.5% | +42.1% | -25.6% | +2.4% |
| All | +6.1% | +47.6% | -41.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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