-28.0%
ORCL vs CRBG
+3.6%
-31.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +5.3% | +5.7% | -0.4% | +3.5% |
| 30D | +10.0% | +2.6% | +7.3% | +9.1% |
| 3M | -32.6% | +31.6% | -64.2% | -37.2% |
| 6M | +4.9% | +32.8% | -27.9% | -2.9% |
| YTD | -17.8% | +16.5% | -34.2% | -21.6% |
| 1Y | -28.0% | +6.1% | -34.1% | -32.6% |
| All | -28.0% | +3.6% | -31.5% | -32.6% |
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