+96.7%
CVE vs CRBG
+117.3%
-20.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +9.7% | +2.6% | +7.1% | +8.6% |
| 3M | +16.9% | +24.0% | -7.1% | +8.0% |
| 6M | +41.4% | +50.5% | -9.1% | +20.1% |
| YTD | +98.0% | +17.1% | +80.9% | +84.9% |
| 1Y | +98.2% | +5.9% | +92.4% | +92.1% |
| 3Y | +77.9% | +122.7% | -44.8% | +19.3% |
| All | +96.7% | +117.3% | -20.6% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling