+51.4%
ONON vs CRBG
+117.3%
-65.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.4% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -11.6% | +2.6% | -14.2% | -12.7% |
| 3M | -30.1% | +24.0% | -54.1% | -36.7% |
| 6M | -30.5% | +50.5% | -81.0% | -42.8% |
| YTD | -41.0% | +17.1% | -58.2% | -45.6% |
| 1Y | -36.7% | +5.9% | -42.6% | -39.2% |
| 3Y | -8.6% | +122.7% | -131.3% | -40.7% |
| All | +51.4% | +117.3% | -65.9% | +2.8% |
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 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