+179.4%
EXPE vs CRBG
+117.3%
+62.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | -5.8% | +0.6% | -6.4% | -6.0% |
| 30D | -13.6% | +2.6% | -16.3% | -14.7% |
| 3M | +25.2% | +24.0% | +1.2% | +12.1% |
| 6M | +22.3% | +50.5% | -28.2% | -1.3% |
| YTD | -0.3% | +17.1% | -17.4% | -8.7% |
| 1Y | +27.8% | +5.9% | +21.9% | +22.6% |
| 3Y | +162.4% | +122.7% | +39.7% | +70.4% |
| All | +179.4% | +117.3% | +62.1% | +87.8% |
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