-4.7%
EFX vs CRBG
+117.3%
-122.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.1% |
| 7D | -4.5% | +0.6% | -5.1% | -4.7% |
| 30D | -6.1% | +2.6% | -8.7% | -6.9% |
| 3M | +6.2% | +24.0% | -17.8% | -1.3% |
| 6M | -11.2% | +50.5% | -61.7% | -23.2% |
| YTD | -21.4% | +17.1% | -38.5% | -26.1% |
| 1Y | -34.3% | +5.9% | -40.2% | -36.5% |
| 3Y | -12.5% | +122.7% | -135.2% | -36.8% |
| All | -4.7% | +117.3% | -122.0% | -27.2% |
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 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