+146.2%
ELF vs CRBG
+117.3%
+28.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -11.6% | +0.6% | -12.2% | -11.8% |
| 30D | +4.6% | +2.6% | +2.0% | +3.7% |
| 3M | +59.7% | +24.0% | +35.7% | +49.0% |
| 6M | +21.2% | +50.5% | -29.3% | +6.4% |
| YTD | +27.4% | +17.1% | +10.3% | +20.1% |
| 1Y | -29.8% | +5.9% | -35.7% | -32.1% |
| 3Y | -28.5% | +122.7% | -151.2% | -39.6% |
| All | +146.2% | +117.3% | +28.9% | +101.1% |
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