+6.6%
CRBG vs ZYBT
-83.2%
+89.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | -1.6% | -2.5% | +0.8% | -1.6% |
| 30D | +2.4% | -1.2% | +3.6% | +2.4% |
| 3M | +26.8% | +76.7% | -49.8% | +29.3% |
| 6M | +41.5% | +103.6% | -62.1% | +43.4% |
| YTD | +15.5% | +38.3% | -22.8% | +16.9% |
| 1Y | +6.6% | -84.7% | +91.3% | +4.6% |
| All | +6.6% | -83.2% | +89.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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