+115.6%
CRBG vs XPO
+569.2%
-453.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.6% | -5.7% | +6.2% | +2.2% |
| 30D | +2.6% | -12.8% | +15.4% | +6.4% |
| 3M | +24.0% | -20.0% | +44.0% | +31.2% |
| 6M | +50.5% | -6.0% | +56.6% | +51.5% |
| YTD | +17.1% | +34.0% | -16.9% | +6.1% |
| 1Y | +5.9% | +35.6% | -29.7% | -4.8% |
| 3Y | +122.7% | +152.3% | -29.6% | +66.7% |
| All | +115.6% | +569.2% | -453.5% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling