+315.0%
NET vs CRBG
+116.1%
+198.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.5% | -2.8% | -5.3% |
| 7D | -21.2% | -3.0% | -18.2% | -19.8% |
| 30D | -31.1% | -2.6% | -28.5% | -30.2% |
| 3M | -16.5% | +2.7% | -19.2% | -18.0% |
| 6M | 0.0% | +22.2% | -22.2% | -11.5% |
| YTD | +24.0% | +16.5% | +7.5% | +11.8% |
| 1Y | +7.0% | +16.9% | -9.9% | -3.9% |
| 3Y | +279.6% | +90.6% | +188.9% | +144.7% |
| All | +315.0% | +116.1% | +198.8% | +155.6% |
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