+232.4%
GOOGL vs CRBG
+117.3%
+115.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -1.4% | +2.6% | -4.0% | -2.1% |
| 3M | -5.3% | +24.0% | -29.3% | -10.8% |
| 6M | +9.8% | +50.5% | -40.7% | -1.9% |
| YTD | +8.4% | +17.1% | -8.8% | +2.7% |
| 1Y | +41.2% | +5.9% | +35.3% | +37.2% |
| 3Y | +149.6% | +122.7% | +26.8% | +88.6% |
| All | +232.4% | +117.3% | +115.1% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling