+63.5%
NI vs CRBG
+117.3%
-53.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.2% |
| 7D | 0.0% | +0.6% | -0.5% | 0.0% |
| 30D | -1.4% | +2.6% | -4.0% | -1.8% |
| 3M | -10.6% | +24.0% | -34.6% | -13.6% |
| 6M | -9.3% | +50.5% | -59.8% | -15.3% |
| YTD | +1.1% | +17.1% | -16.0% | -1.9% |
| 1Y | +3.4% | +5.9% | -2.5% | +1.9% |
| 3Y | +67.9% | +122.7% | -54.9% | +39.8% |
| All | +63.5% | +117.3% | -53.8% | +37.4% |
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