+6.1%
CRBG vs XYL
-23.4%
+29.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.2% |
| 7D | +5.7% | -5.0% | +10.8% | +8.4% |
| 30D | +2.6% | -13.2% | +15.8% | +9.8% |
| 3M | +31.6% | -3.7% | +35.3% | +32.3% |
| 6M | +32.8% | -17.7% | +50.5% | +44.6% |
| YTD | +16.5% | -21.5% | +38.0% | +28.3% |
| 1Y | +6.1% | -24.5% | +30.6% | +20.1% |
| All | +6.1% | -23.4% | +29.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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