+115.6%
CRBG vs XYL
+20.9%
+94.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.6% | +1.2% | -0.6% | -0.2% |
| 30D | +2.6% | -11.9% | +14.6% | +10.3% |
| 3M | +24.0% | -1.5% | +25.5% | +24.0% |
| 6M | +50.5% | -11.9% | +62.4% | +60.3% |
| YTD | +17.1% | -20.6% | +37.7% | +32.4% |
| 1Y | +5.9% | -23.5% | +29.4% | +22.4% |
| 3Y | +122.7% | +14.9% | +107.9% | +100.5% |
| All | +115.6% | +20.9% | +94.7% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling