+75.9%
CSX vs CRBG
+114.2%
-38.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +0.1% | -1.6% | +1.7% | +0.5% |
| 30D | -1.5% | +2.4% | -3.9% | -2.3% |
| 3M | +6.0% | +26.8% | -20.9% | -1.3% |
| 6M | +20.6% | +41.5% | -20.9% | +8.3% |
| YTD | +36.5% | +15.5% | +21.0% | +29.5% |
| 1Y | +55.0% | +6.6% | +48.4% | +50.1% |
| 3Y | +70.8% | +121.6% | -50.9% | +31.0% |
| All | +75.9% | +114.2% | -38.4% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling