+118.2%
MO vs CRBG
+117.3%
+0.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.2% |
| 7D | +0.1% | +0.6% | -0.4% | +0.1% |
| 30D | +7.1% | +2.6% | +4.5% | +7.0% |
| 3M | -2.0% | +24.0% | -26.0% | -2.8% |
| 6M | +7.3% | +50.5% | -43.2% | +5.5% |
| YTD | +23.5% | +17.1% | +6.3% | +22.8% |
| 1Y | +11.0% | +5.9% | +5.1% | +11.0% |
| 3Y | +95.0% | +122.7% | -27.7% | +76.7% |
| All | +118.2% | +117.3% | +0.9% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling