-40.2%
IT vs CRBG
+117.3%
-157.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.8% | +4.8% |
| 7D | -3.7% | +0.6% | -4.2% | -3.8% |
| 30D | +0.1% | +2.6% | -2.6% | -0.7% |
| 3M | +20.7% | +24.0% | -3.3% | +13.0% |
| 6M | +12.0% | +50.5% | -38.5% | -2.0% |
| YTD | -28.8% | +17.1% | -45.9% | -32.4% |
| 1Y | -25.5% | +5.9% | -31.4% | -27.4% |
| 3Y | -48.8% | +122.7% | -171.5% | -59.3% |
| All | -40.2% | +117.3% | -157.4% | -52.1% |
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 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