+57.1%
ELAN vs CRBG
+117.3%
-60.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +0.7% |
| 7D | -5.4% | +0.6% | -6.0% | -5.7% |
| 30D | +4.7% | +2.6% | +2.1% | +3.4% |
| 3M | -3.7% | +24.0% | -27.7% | -12.6% |
| 6M | -1.2% | +50.5% | -51.7% | -18.0% |
| YTD | +2.4% | +17.1% | -14.8% | -5.9% |
| 1Y | +23.4% | +5.9% | +17.5% | +17.9% |
| 3Y | +96.7% | +122.7% | -26.0% | +20.0% |
| All | +57.1% | +117.3% | -60.2% | -4.0% |
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