+1,521.1%
DELL vs CRBG
+117.3%
+1,403.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.4% | +10.5% | +11.3% |
| 7D | +8.2% | +0.6% | +7.7% | +7.9% |
| 30D | +17.1% | +2.6% | +14.5% | +16.0% |
| 3M | +45.2% | +24.0% | +21.2% | +31.1% |
| 6M | +286.8% | +50.5% | +236.3% | +215.5% |
| YTD | +354.8% | +17.1% | +337.6% | +317.6% |
| 1Y | +358.3% | +5.9% | +352.4% | +341.2% |
| 3Y | +724.9% | +122.7% | +602.2% | +484.5% |
| All | +1,521.1% | +117.3% | +1,403.8% | +1,059.0% |
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