+184.6%
NRG vs CRBG
+117.3%
+67.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.0% |
| 7D | -4.7% | +0.6% | -5.3% | -4.9% |
| 30D | -6.0% | +2.6% | -8.6% | -7.2% |
| 3M | -8.0% | +24.0% | -31.9% | -17.0% |
| 6M | -23.2% | +50.5% | -73.7% | -37.1% |
| YTD | -28.1% | +17.1% | -45.2% | -34.2% |
| 1Y | -27.3% | +5.9% | -33.1% | -30.5% |
| 3Y | +208.7% | +122.7% | +85.9% | +109.3% |
| All | +184.6% | +117.3% | +67.3% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling