+22.9%
ORCL vs CRBG
+122.1%
-99.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.3% |
| 7D | -5.4% | +0.6% | -5.9% | -5.6% |
| 30D | -2.0% | +2.6% | -4.6% | -2.9% |
| 3M | -18.1% | +24.0% | -42.1% | -24.2% |
| 6M | -7.2% | +50.5% | -57.7% | -20.2% |
| YTD | -22.2% | +17.1% | -39.3% | -27.0% |
| 1Y | -50.6% | +5.9% | -56.5% | -52.2% |
| 3Y | +22.9% | +122.7% | -99.9% | +6.9% |
| All | +22.9% | +122.1% | -99.3% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling