+234.5%
NFLX vs CRBG
+118.1%
+116.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +2.6% | +1.0% | +1.7% | +2.4% |
| 30D | +2.8% | +1.0% | +1.8% | +2.5% |
| 3M | 0.0% | +22.1% | -22.1% | -4.5% |
| 6M | -15.7% | +51.0% | -66.7% | -23.6% |
| YTD | -14.3% | +17.6% | -31.9% | -18.0% |
| 1Y | -32.4% | +8.0% | -40.4% | -34.1% |
| 3Y | +100.6% | +118.0% | -17.5% | +59.2% |
| All | +234.5% | +118.1% | +116.4% | +173.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling