+344.3%
META vs CRBG
+114.2%
+230.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +5.5% | -1.6% | +7.2% | +6.1% |
| 30D | +7.6% | +2.4% | +5.2% | +6.6% |
| 3M | +13.0% | +26.8% | -13.9% | +3.2% |
| 6M | -1.3% | +41.5% | -42.8% | -14.2% |
| YTD | -2.2% | +15.5% | -17.7% | -8.6% |
| 1Y | -14.0% | +6.6% | -20.6% | -17.5% |
| 3Y | +118.2% | +121.6% | -3.4% | +55.5% |
| All | +344.3% | +114.2% | +230.1% | +227.6% |
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