+79.0%
ISRG vs CRBG
+117.3%
-38.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -8.0% | +2.6% | -10.6% | -8.8% |
| 3M | -10.6% | +24.0% | -34.6% | -16.3% |
| 6M | -25.1% | +50.5% | -75.6% | -34.1% |
| YTD | -34.8% | +17.1% | -52.0% | -38.4% |
| 1Y | -19.0% | +5.9% | -24.9% | -21.4% |
| 3Y | +22.1% | +122.7% | -100.6% | -5.3% |
| All | +79.0% | +117.3% | -38.3% | +42.0% |
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