+270.0%
INTC vs CRBG
+117.3%
+152.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.1% |
| 7D | +7.5% | +0.6% | +6.9% | +7.1% |
| 30D | +2.0% | +2.6% | -0.7% | +0.7% |
| 3M | -12.0% | +24.0% | -36.0% | -19.9% |
| 6M | +114.5% | +50.5% | +64.0% | +79.0% |
| YTD | +179.0% | +17.1% | +161.8% | +157.0% |
| 1Y | +318.3% | +5.9% | +312.4% | +300.5% |
| 3Y | +171.2% | +122.7% | +48.5% | +105.0% |
| All | +270.0% | +117.3% | +152.7% | +193.1% |
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