+1.9%
OXY vs CRBG
+117.3%
-115.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +2.8% | +0.6% | +2.3% | +2.7% |
| 30D | +5.5% | +2.6% | +2.8% | +4.8% |
| 3M | +11.3% | +24.0% | -12.7% | +5.7% |
| 6M | +11.6% | +50.5% | -38.9% | 0.0% |
| YTD | +51.6% | +17.1% | +34.4% | +45.1% |
| 1Y | +36.2% | +5.9% | +30.3% | +34.1% |
| 3Y | +1.7% | +122.7% | -121.0% | -23.4% |
| All | +1.9% | +117.3% | -115.4% | -23.9% |
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 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