+63.9%
CSCO vs CRBG
+3.6%
+60.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -0.7% | +5.7% | -6.4% | -1.4% |
| 30D | -10.1% | +2.6% | -12.7% | -10.5% |
| 3M | -15.7% | +31.6% | -47.3% | -19.6% |
| 6M | +36.3% | +32.8% | +3.4% | +29.6% |
| YTD | +43.8% | +16.5% | +27.4% | +38.2% |
| 1Y | +63.9% | +6.1% | +57.9% | +56.4% |
| All | +63.9% | +3.6% | +60.4% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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