+98.8%
CVE vs CRBG
+112.0%
-13.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +2.0% | +0.8% | +1.1% | +1.7% |
| 30D | +13.2% | -1.9% | +15.1% | +13.7% |
| 3M | +21.7% | +23.6% | -1.9% | +12.4% |
| 6M | +48.4% | +36.5% | +11.8% | +30.6% |
| YTD | +100.1% | +14.3% | +85.8% | +88.3% |
| 1Y | +107.8% | +4.8% | +103.0% | +101.6% |
| 3Y | +76.9% | +119.3% | -42.4% | +19.0% |
| All | +98.8% | +112.0% | -13.2% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling