-22.8%
LYB vs CRBG
+122.1%
-144.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +2.5% | +2.6% | -0.2% | +1.7% |
| 3M | +1.4% | +24.0% | -22.6% | -4.8% |
| 6M | -3.5% | +50.5% | -54.0% | -15.5% |
| YTD | +52.0% | +17.1% | +34.8% | +45.4% |
| 1Y | +22.1% | +5.9% | +16.2% | +20.8% |
| 3Y | -22.8% | +122.7% | -145.5% | -36.7% |
| All | -22.8% | +122.1% | -144.9% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling