+352.4%
NET vs CRBG
+128.8%
+223.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.3% |
| 7D | -16.4% | +2.6% | -19.0% | -17.5% |
| 30D | -25.8% | +4.0% | -29.9% | -27.6% |
| 3M | -11.5% | +15.5% | -27.0% | -18.7% |
| 6M | +18.9% | +36.0% | -17.1% | -0.8% |
| YTD | +35.2% | +23.3% | +11.9% | +18.1% |
| 1Y | +14.5% | +19.9% | -5.5% | +1.4% |
| 3Y | +313.8% | +101.8% | +212.0% | +158.5% |
| All | +352.4% | +128.8% | +223.7% | +170.0% |
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 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