+123.2%
GLW vs CRBG
+3.6%
+119.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.7% |
| 7D | +3.8% | +5.7% | -1.9% | +3.7% |
| 30D | -1.3% | +2.6% | -4.0% | -1.5% |
| 3M | -21.8% | +31.6% | -53.4% | -23.7% |
| 6M | +6.9% | +32.8% | -25.9% | +3.5% |
| YTD | +77.2% | +16.5% | +60.7% | +73.3% |
| 1Y | +123.2% | +6.1% | +117.2% | +118.4% |
| All | +123.2% | +3.6% | +119.7% | +118.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling