+34.0%
OKE vs CRBG
+24.1%
+9.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -3.1% | +4.5% | -7.6% | -3.1% |
| 3M | -2.6% | +9.0% | -11.5% | -2.6% |
| 6M | +2.8% | +39.3% | -36.5% | +3.1% |
| YTD | +25.9% | +22.9% | +3.0% | +28.6% |
| 1Y | +34.0% | +24.4% | +9.5% | +35.4% |
| All | +34.0% | +24.1% | +9.9% | +35.4% |
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