+115.6%
CRBG vs Z
-7.7%
+123.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.7% |
| 7D | +0.6% | -6.0% | +6.6% | +1.7% |
| 30D | +2.6% | -2.3% | +4.9% | +2.9% |
| 3M | +24.0% | -0.6% | +24.6% | +23.4% |
| 6M | +50.5% | -27.6% | +78.1% | +58.6% |
| YTD | +17.1% | -52.4% | +69.5% | +32.3% |
| 1Y | +5.9% | -63.6% | +69.5% | +24.8% |
| 3Y | +122.7% | -36.4% | +159.1% | +136.2% |
| All | +115.6% | -7.7% | +123.3% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling