+10.4%
ON vs CRBG
+117.3%
-106.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +7.8% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -8.6% | +2.6% | -11.3% | -9.9% |
| 3M | -34.3% | +24.0% | -58.3% | -41.7% |
| 6M | +28.5% | +50.5% | -22.0% | +2.2% |
| YTD | +40.6% | +17.1% | +23.5% | +26.8% |
| 1Y | +55.3% | +5.9% | +49.4% | +46.9% |
| 3Y | -22.2% | +122.7% | -144.9% | -50.5% |
| All | +10.4% | +117.3% | -106.8% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling