+41.4%
EOG vs CRBG
+117.3%
-75.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | +2.9% | +2.6% | +0.3% | +2.3% |
| 3M | +8.7% | +24.0% | -15.3% | +3.4% |
| 6M | +12.9% | +50.5% | -37.6% | +1.7% |
| YTD | +43.8% | +17.1% | +26.7% | +37.9% |
| 1Y | +27.1% | +5.9% | +21.2% | +25.0% |
| 3Y | +25.9% | +122.7% | -96.8% | -6.3% |
| All | +41.4% | +117.3% | -75.9% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling