+7.1%
CVS vs CRBG
+117.3%
-110.2%
-54.6%
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% | -0.9% |
| 7D | -2.2% | +0.6% | -2.7% | -2.2% |
| 30D | -0.1% | +2.6% | -2.7% | -0.5% |
| 3M | -5.2% | +24.0% | -29.2% | -8.8% |
| 6M | +26.9% | +50.5% | -23.6% | +17.1% |
| YTD | +22.1% | +17.1% | +4.9% | +18.0% |
| 1Y | +30.8% | +5.9% | +24.9% | +28.9% |
| 3Y | +54.4% | +122.7% | -68.3% | +24.5% |
| All | +7.1% | +117.3% | -110.2% | -15.5% |
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 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