-18.6%
NRG vs CRBG
+3.6%
-22.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.6% |
| 7D | +7.1% | +5.7% | +1.4% | +5.5% |
| 30D | -1.4% | +2.6% | -4.0% | -2.2% |
| 3M | -10.5% | +31.6% | -42.0% | -17.1% |
| 6M | -26.7% | +32.8% | -59.6% | -32.3% |
| YTD | -24.5% | +16.5% | -41.0% | -28.7% |
| 1Y | -18.6% | +6.1% | -24.6% | -21.8% |
| All | -18.6% | +3.6% | -22.1% | -21.8% |
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