+106.8%
CTAS vs CRBG
+117.3%
-10.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | -0.7% | +2.6% | -3.4% | -1.3% |
| 3M | +11.1% | +24.0% | -12.9% | +5.8% |
| 6M | +2.1% | +50.5% | -48.4% | -7.2% |
| YTD | +8.0% | +17.1% | -9.2% | +3.4% |
| 1Y | -0.5% | +5.9% | -6.4% | -2.6% |
| 3Y | +66.2% | +122.7% | -56.5% | +31.5% |
| All | +106.8% | +117.3% | -10.5% | +65.4% |
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 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