-11.2%
CTSH vs CRBG
+122.1%
-133.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.5% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | +3.7% | +2.6% | +1.1% | +2.9% |
| 3M | +17.9% | +24.0% | -6.1% | +10.1% |
| 6M | -2.6% | +50.5% | -53.2% | -15.1% |
| YTD | -26.4% | +17.1% | -43.5% | -30.2% |
| 1Y | -13.0% | +5.9% | -18.9% | -15.3% |
| 3Y | -11.2% | +122.7% | -133.9% | -25.2% |
| All | -11.2% | +122.1% | -133.3% | -25.2% |
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