+356.1%
NET vs CRBG
+115.2%
+240.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.4% | +10.1% |
| 7D | -4.3% | -2.1% | -2.2% | -3.1% |
| 30D | -21.6% | -0.9% | -20.7% | -21.4% |
| 3M | -5.5% | +1.0% | -6.5% | -6.3% |
| 6M | +8.1% | +23.5% | -15.3% | -4.9% |
| YTD | +36.3% | +16.0% | +20.3% | +23.2% |
| 1Y | +19.0% | +17.9% | +1.1% | +6.3% |
| 3Y | +325.8% | +95.4% | +230.5% | +170.1% |
| All | +356.1% | +115.2% | +240.9% | +181.5% |
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