+48.8%
CVE vs CRBG
+37.1%
+11.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.1% |
| 7D | +1.6% | -1.6% | +3.3% | +1.2% |
| 30D | +11.7% | +2.4% | +9.4% | +12.5% |
| 3M | +18.2% | +26.8% | -8.7% | +26.3% |
| 6M | +48.8% | +41.5% | +7.3% | +68.2% |
| All | +48.8% | +37.1% | +11.8% | +68.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling