+20.5%
ELAN vs CRBG
+24.1%
-3.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.3% | -1.0% | +2.6% |
| 7D | +11.4% | +2.4% | +8.9% | +10.7% |
| 30D | +17.1% | +5.3% | +11.8% | +15.4% |
| 3M | +21.3% | +7.3% | +14.0% | +18.5% |
| 6M | +13.5% | +33.5% | -20.0% | +3.1% |
| YTD | +18.6% | +22.1% | -3.5% | +8.4% |
| All | +20.5% | +24.1% | -3.6% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling