+226.8%
GOOG vs CRBG
+117.3%
+109.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | 0.0% | +0.6% | -0.5% | -0.1% |
| 30D | -2.0% | +2.6% | -4.6% | -2.7% |
| 3M | -5.9% | +24.0% | -29.9% | -11.3% |
| 6M | +8.9% | +50.5% | -41.6% | -2.7% |
| YTD | +7.1% | +17.1% | -10.0% | +1.5% |
| 1Y | +39.7% | +5.9% | +33.8% | +35.7% |
| 3Y | +145.8% | +122.7% | +23.1% | +85.0% |
| All | +226.8% | +117.3% | +109.5% | +158.7% |
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