-8.9%
CTSH vs CRBG
+13.0%
-21.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +2.7% |
| 7D | +6.4% | -3.0% | +9.4% | +7.2% |
| 30D | +16.3% | -2.6% | +18.9% | +17.0% |
| 3M | +20.0% | +2.7% | +17.3% | +18.8% |
| 6M | +29.9% | +22.2% | +7.7% | +21.4% |
| YTD | -18.4% | +16.5% | -34.9% | -19.5% |
| 1Y | -8.9% | +16.9% | -25.8% | -10.5% |
| All | -8.9% | +13.0% | -21.8% | -10.5% |
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 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