+220.4%
NEM vs CRBG
+117.3%
+103.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | +7.8% | +2.6% | +5.2% | +7.4% |
| 3M | +30.2% | +24.0% | +6.2% | +26.4% |
| 6M | +9.6% | +50.5% | -40.9% | +3.5% |
| YTD | +27.8% | +17.1% | +10.7% | +24.4% |
| 1Y | +60.7% | +5.9% | +54.8% | +57.9% |
| 3Y | +245.3% | +122.7% | +122.6% | +203.2% |
| All | +220.4% | +117.3% | +103.1% | +202.9% |
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