+26.5%
EQT vs CRBG
+114.2%
-87.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -1.2% | -1.6% | +0.5% | -0.7% |
| 30D | +1.1% | +2.4% | -1.3% | +0.4% |
| 3M | +4.8% | +26.8% | -22.0% | -2.4% |
| 6M | -10.6% | +41.5% | -52.1% | -20.1% |
| YTD | +3.4% | +15.5% | -12.0% | -1.9% |
| 1Y | +8.7% | +6.6% | +2.1% | +5.6% |
| 3Y | +35.0% | +121.6% | -86.7% | -6.4% |
| All | +26.5% | +114.2% | -87.7% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling