+101.4%
CVE vs CRBG
+4.4%
+97.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.2% |
| 7D | +3.4% | +6.5% | -3.1% | +3.9% |
| 30D | +14.2% | +10.0% | +4.2% | +14.9% |
| 3M | +11.9% | +35.1% | -23.2% | +13.0% |
| 6M | +48.4% | +41.1% | +7.2% | +50.5% |
| YTD | +96.2% | +17.4% | +78.8% | +103.1% |
| All | +101.4% | +4.4% | +97.0% | +106.5% |
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