+55.1%
NTRA vs CRBG
+24.1%
+31.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.2% |
| 7D | -15.4% | +2.4% | -17.9% | -15.7% |
| 30D | -20.0% | +5.3% | -25.3% | -20.6% |
| 3M | -0.5% | +7.3% | -7.9% | -1.6% |
| 6M | +64.9% | +33.5% | +31.5% | +56.0% |
| YTD | +39.9% | +22.1% | +17.7% | +30.1% |
| All | +55.1% | +24.1% | +31.0% | +43.8% |
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