+72.7%
NEM vs CRBG
+3.6%
+69.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +0.3% | +5.7% | -5.4% | -0.8% |
| 30D | +23.1% | +2.6% | +20.5% | +22.3% |
| 3M | +18.5% | +31.6% | -13.1% | +12.8% |
| 6M | +7.8% | +32.8% | -25.1% | +2.1% |
| YTD | +29.1% | +16.5% | +12.6% | +25.0% |
| 1Y | +72.7% | +6.1% | +66.6% | +65.7% |
| All | +72.7% | +3.6% | +69.1% | +65.7% |
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