+165.5%
NOK vs CRBG
+117.3%
+48.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.5% |
| 7D | +11.0% | +0.6% | +10.4% | +10.8% |
| 30D | +7.8% | +2.6% | +5.2% | +7.2% |
| 3M | -21.0% | +24.0% | -45.0% | -24.7% |
| 6M | +40.9% | +50.5% | -9.6% | +28.4% |
| YTD | +72.0% | +17.1% | +54.9% | +64.6% |
| 1Y | +140.9% | +5.9% | +135.0% | +135.3% |
| 3Y | +194.3% | +122.7% | +71.5% | +119.9% |
| All | +165.5% | +117.3% | +48.2% | +100.4% |
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