+98.2%
CVE vs CRBG
+7.7%
+90.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.6% |
| 7D | +2.3% | +0.6% | +1.7% | +2.3% |
| 30D | +9.7% | +2.6% | +7.1% | +9.9% |
| 3M | +16.9% | +24.0% | -7.1% | +17.8% |
| 6M | +41.4% | +50.5% | -9.1% | +41.8% |
| YTD | +98.0% | +17.1% | +80.9% | +104.9% |
| 1Y | +98.2% | +5.9% | +92.4% | +103.8% |
| All | +98.2% | +7.7% | +90.5% | +103.8% |
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