+130.0%
ORCL vs CRBG
+117.3%
+12.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.2% |
| 7D | -5.4% | +0.6% | -5.9% | -5.6% |
| 30D | -2.0% | +2.6% | -4.6% | -2.8% |
| 3M | -18.1% | +24.0% | -42.1% | -23.7% |
| 6M | -7.2% | +50.5% | -57.7% | -19.3% |
| YTD | -22.2% | +17.1% | -39.3% | -26.7% |
| 1Y | -50.6% | +5.9% | -56.5% | -52.1% |
| 3Y | +22.9% | +122.7% | -99.9% | -2.1% |
| All | +130.0% | +117.3% | +12.7% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling