+398.6%
NET vs CRBG
+126.6%
+272.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.3% | +4.0% | +6.4% |
| 7D | +10.8% | +2.4% | +8.4% | +9.6% |
| 30D | -18.6% | +5.3% | -23.9% | -20.8% |
| 3M | -2.2% | +7.3% | -9.5% | -6.0% |
| 6M | +49.8% | +33.5% | +16.3% | +26.3% |
| YTD | +49.0% | +22.1% | +26.9% | +31.1% |
| 1Y | +26.2% | +24.0% | +2.2% | +9.9% |
| 3Y | +372.4% | +110.9% | +261.5% | +187.0% |
| All | +398.6% | +126.6% | +272.0% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling