+986.4%
MRNA vs CRBG
+24.1%
+962.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.3% | +0.5% | +4.6% |
| 7D | +21.8% | +2.4% | +19.4% | +21.4% |
| 30D | +19.6% | +5.3% | +14.3% | +18.6% |
| 3M | +354.6% | +7.3% | +347.3% | +349.8% |
| 6M | +394.9% | +33.5% | +361.4% | +339.2% |
| YTD | +812.2% | +22.1% | +790.0% | +717.3% |
| All | +986.4% | +24.1% | +962.3% | +860.5% |
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 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