+222.3%
NFLX vs CRBG
+117.3%
+105.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +4.3% | +2.6% | +1.7% | +3.7% |
| 3M | -4.8% | +24.0% | -28.8% | -9.3% |
| 6M | -18.4% | +50.5% | -68.9% | -26.0% |
| YTD | -17.4% | +17.1% | -34.6% | -20.9% |
| 1Y | -35.7% | +5.9% | -41.6% | -36.9% |
| 3Y | +73.8% | +122.7% | -48.9% | +37.0% |
| All | +222.3% | +117.3% | +105.0% | +164.2% |
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