+22.1%
NET vs CRBG
+24.1%
-2.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.3% | +4.0% | +7.1% |
| 7D | +10.8% | +2.4% | +8.4% | +9.9% |
| 30D | -18.6% | +5.3% | -23.9% | -20.2% |
| 3M | -2.2% | +7.3% | -9.5% | -5.0% |
| 6M | +49.8% | +33.5% | +16.3% | +31.4% |
| YTD | +49.0% | +22.1% | +26.9% | +36.5% |
| All | +22.1% | +24.1% | -2.0% | +11.0% |
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