+109.3%
MSFT vs CRBG
+117.3%
-8.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +0.8% | +2.6% | -1.8% | +0.2% |
| 3M | +27.2% | +24.0% | +3.2% | +20.5% |
| 6M | +22.9% | +50.5% | -27.6% | +10.6% |
| YTD | +3.1% | +17.1% | -14.0% | -1.6% |
| 1Y | -0.3% | +5.9% | -6.1% | -2.7% |
| 3Y | +50.1% | +122.7% | -72.6% | +16.8% |
| All | +109.3% | +117.3% | -8.0% | +71.3% |
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