+110.0%
EMR vs CRBG
+117.3%
-7.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +2.0% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -6.8% | +2.6% | -9.4% | -7.8% |
| 3M | +7.5% | +24.0% | -16.5% | -1.9% |
| 6M | +9.9% | +50.5% | -40.7% | -7.9% |
| YTD | +16.0% | +17.1% | -1.2% | +7.6% |
| 1Y | +12.4% | +5.9% | +6.6% | +8.3% |
| 3Y | +60.2% | +122.7% | -62.5% | +18.5% |
| All | +110.0% | +117.3% | -7.3% | +54.8% |
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