+1,111.2%
MOD vs CRBG
+114.2%
+997.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.3% |
| 7D | -3.9% | -1.6% | -2.3% | -3.0% |
| 30D | -9.6% | +2.4% | -12.0% | -11.3% |
| 3M | -30.6% | +26.8% | -57.4% | -41.9% |
| 6M | -10.9% | +41.5% | -52.4% | -31.8% |
| YTD | +34.3% | +15.5% | +18.8% | +18.2% |
| 1Y | +18.3% | +6.6% | +11.8% | +9.9% |
| 3Y | +281.9% | +121.6% | +160.3% | +135.0% |
| All | +1,111.2% | +114.2% | +997.0% | +614.5% |
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