+113.5%
CSCO vs CRBG
+122.1%
-8.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +2.9% | +4.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -9.5% | +2.6% | -12.1% | -10.1% |
| 3M | -7.6% | +24.0% | -31.6% | -12.5% |
| 6M | +44.9% | +50.5% | -5.6% | +30.9% |
| YTD | +47.7% | +17.1% | +30.6% | +40.9% |
| 1Y | +69.1% | +5.9% | +63.2% | +65.0% |
| 3Y | +113.5% | +122.7% | -9.2% | +75.5% |
| All | +113.5% | +122.1% | -8.6% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling