+53.2%
CSX vs CRBG
+3.6%
+49.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -3.4% | +5.7% | -9.1% | -4.4% |
| 30D | -3.1% | +2.6% | -5.7% | -3.6% |
| 3M | +7.2% | +31.6% | -24.4% | +0.7% |
| 6M | +16.2% | +32.8% | -16.7% | +8.2% |
| YTD | +37.5% | +16.5% | +21.1% | +31.7% |
| 1Y | +53.2% | +6.1% | +47.1% | +50.3% |
| All | +53.2% | +3.6% | +49.7% | +50.3% |
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