+373.4%
NET vs CRBG
+116.0%
+257.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -7.0% | +5.7% | -12.7% | -9.8% |
| 30D | -4.8% | +2.6% | -7.4% | -6.2% |
| 3M | +3.8% | +31.6% | -27.8% | -11.4% |
| 6M | +50.0% | +32.8% | +17.2% | +26.3% |
| YTD | +41.5% | +16.5% | +25.0% | +28.0% |
| 1Y | +32.8% | +6.1% | +26.7% | +26.4% |
| 3Y | +335.9% | +125.4% | +210.5% | +149.9% |
| All | +373.4% | +116.0% | +257.3% | +192.5% |
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 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