+120.2%
IBM vs CRBG
+117.3%
+2.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +3.6% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +3.1% | +2.6% | +0.5% | +2.3% |
| 3M | -10.8% | +24.0% | -34.8% | -16.2% |
| 6M | -0.8% | +50.5% | -51.3% | -11.9% |
| YTD | -16.2% | +17.1% | -33.3% | -20.2% |
| 1Y | -2.9% | +5.9% | -8.8% | -5.6% |
| 3Y | +79.8% | +122.7% | -42.9% | +46.3% |
| All | +120.2% | +117.3% | +2.9% | +80.6% |
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