+304.1%
MOD vs CRBG
+122.1%
+182.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.4% | +4.2% | +4.6% |
| 7D | -2.8% | +0.6% | -3.3% | -3.1% |
| 30D | -5.1% | +2.6% | -7.8% | -7.1% |
| 3M | -30.3% | +24.0% | -54.3% | -41.3% |
| 6M | -5.6% | +50.5% | -56.2% | -32.4% |
| YTD | +41.8% | +17.1% | +24.7% | +22.7% |
| 1Y | +28.9% | +5.9% | +23.0% | +20.5% |
| 3Y | +304.1% | +122.7% | +181.4% | +142.9% |
| All | +304.1% | +122.1% | +182.0% | +142.9% |
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