-10.5%
ISRG vs CRBG
+20.9%
-31.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.4% | +8.0% | +9.0% |
| 7D | +8.5% | +2.6% | +5.9% | +7.8% |
| 30D | +18.6% | +4.0% | +14.6% | +17.2% |
| 3M | +30.9% | +15.5% | +15.4% | +25.4% |
| 6M | +6.6% | +36.0% | -29.4% | -2.1% |
| YTD | -14.9% | +23.3% | -38.2% | -20.3% |
| 1Y | -10.5% | +19.9% | -30.4% | -15.5% |
| All | -10.5% | +20.9% | -31.5% | -15.5% |
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