+93.9%
ILMN vs CRBG
+20.9%
+72.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.0% |
| 7D | -21.6% | +2.6% | -24.2% | -21.7% |
| 30D | -22.9% | +4.0% | -26.9% | -23.1% |
| 3M | +11.6% | +15.5% | -3.9% | +10.6% |
| 6M | +62.5% | +36.0% | +26.6% | +59.2% |
| YTD | +72.7% | +23.3% | +49.4% | +64.7% |
| 1Y | +93.9% | +19.9% | +73.9% | +86.1% |
| All | +93.9% | +20.9% | +72.9% | +86.1% |
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 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