+76.1%
MRK vs CRBG
+15.6%
+60.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.9% | -2.1% | +0.2% | -1.7% |
| 30D | +2.8% | -0.9% | +3.7% | +2.9% |
| 3M | +15.0% | +1.0% | +14.0% | +15.0% |
| 6M | +30.9% | +23.5% | +7.5% | +29.2% |
| YTD | +42.3% | +16.0% | +26.3% | +40.3% |
| 1Y | +76.1% | +17.9% | +58.2% | +73.2% |
| All | +76.1% | +15.6% | +60.5% | +73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling