+6.6%
MTUM vs CRBG
+24.1%
-17.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +3.7% |
| 7D | -2.8% | +2.4% | -5.2% | -3.2% |
| 30D | -16.4% | +5.3% | -21.7% | -17.2% |
| 3M | -13.4% | +7.3% | -20.7% | -14.6% |
| 6M | -11.1% | +33.5% | -44.6% | -16.6% |
| YTD | +7.3% | +22.1% | -14.8% | +2.0% |
| All | +6.6% | +24.1% | -17.5% | +1.2% |
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