+20.3%
JPM vs CRBG
+3.6%
+16.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.3% | +5.7% | -5.4% | -1.3% |
| 30D | -0.2% | +2.6% | -2.8% | -1.0% |
| 3M | +15.9% | +31.6% | -15.7% | +6.7% |
| 6M | +20.9% | +32.8% | -11.9% | +10.5% |
| YTD | +12.9% | +16.5% | -3.6% | +7.6% |
| 1Y | +20.3% | +6.1% | +14.2% | +15.1% |
| All | +20.3% | +3.6% | +16.7% | +15.1% |
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