+118.0%
NOK vs CRBG
+3.6%
+114.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | -1.8% | +5.7% | -7.5% | -1.8% |
| 30D | +4.7% | +2.6% | +2.1% | +4.7% |
| 3M | -39.7% | +31.6% | -71.2% | -39.9% |
| 6M | +23.1% | +32.8% | -9.8% | +21.6% |
| YTD | +55.0% | +16.5% | +38.6% | +51.0% |
| 1Y | +118.0% | +6.1% | +112.0% | +109.9% |
| All | +118.0% | +3.6% | +114.5% | +109.9% |
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 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