-35.6%
NKE vs CRBG
+15.6%
-51.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.3% |
| 7D | -0.2% | -2.1% | +1.9% | +0.5% |
| 30D | +12.3% | -0.9% | +13.2% | +12.6% |
| 3M | -7.1% | +1.0% | -8.1% | -7.6% |
| 6M | -10.3% | +23.5% | -33.8% | -16.5% |
| YTD | -37.8% | +16.0% | -53.8% | -39.8% |
| 1Y | -35.6% | +17.9% | -53.5% | -37.6% |
| All | -35.6% | +15.6% | -51.2% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling