-20.0%
NVD vs CRBG
+13.0%
-32.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | -5.5% | +24.2% | +15.9% |
| 7D | +33.7% | -3.0% | +36.7% | +32.2% |
| 30D | +65.8% | -2.6% | +68.4% | +64.2% |
| 3M | +31.8% | +2.7% | +29.1% | +34.2% |
| 6M | -5.9% | +22.2% | -28.1% | +4.4% |
| YTD | -23.5% | +16.5% | -40.0% | -13.9% |
| 1Y | -20.0% | +16.9% | -36.9% | -9.8% |
| All | -20.0% | +13.0% | -32.9% | -9.8% |
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