+471.6%
GLW vs CRBG
+117.3%
+354.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | +7.8% | +0.6% | +7.3% | +7.6% |
| 30D | -0.4% | +2.6% | -3.1% | -1.3% |
| 3M | -5.6% | +24.0% | -29.6% | -11.7% |
| 6M | +26.7% | +50.5% | -23.8% | +11.0% |
| YTD | +91.0% | +17.1% | +73.9% | +79.6% |
| 1Y | +122.4% | +5.9% | +116.5% | +115.5% |
| 3Y | +471.0% | +122.7% | +348.3% | +340.2% |
| All | +471.6% | +117.3% | +354.3% | +342.5% |
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