+470.9%
OSCR vs CRBG
+117.3%
+353.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | 0.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +10.7% | +2.6% | +8.0% | +9.5% |
| 3M | +13.4% | +24.0% | -10.6% | +3.1% |
| 6M | +144.6% | +50.5% | +94.0% | +103.1% |
| YTD | +128.0% | +17.1% | +110.9% | +109.8% |
| 1Y | +68.7% | +5.9% | +62.8% | +61.4% |
| 3Y | +398.8% | +122.7% | +276.1% | +230.7% |
| All | +470.9% | +117.3% | +353.6% | +267.3% |
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