+113.0%
NVTS vs CRBG
+3.6%
+109.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.8% |
| 7D | +2.7% | +5.7% | -3.0% | -1.1% |
| 30D | -4.5% | +2.6% | -7.1% | -6.6% |
| 3M | -61.5% | +31.6% | -93.1% | -69.0% |
| 6M | +28.0% | +32.8% | -4.9% | +2.5% |
| YTD | +65.3% | +16.5% | +48.8% | +50.5% |
| 1Y | +113.0% | +6.1% | +106.9% | +120.2% |
| All | +113.0% | +3.6% | +109.4% | +120.2% |
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