-61.6%
NKE vs CRBG
+117.3%
-178.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -4.2% | +0.6% | -4.7% | -4.4% |
| 30D | -8.2% | +2.6% | -10.8% | -9.0% |
| 3M | -19.1% | +24.0% | -43.1% | -24.7% |
| 6M | -32.6% | +50.5% | -83.1% | -41.5% |
| YTD | -40.7% | +17.1% | -57.8% | -44.1% |
| 1Y | -48.9% | +5.9% | -54.7% | -50.4% |
| 3Y | -59.2% | +122.7% | -182.0% | -69.2% |
| All | -61.6% | +117.3% | -178.9% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling