+40.2%
REGN vs CRBG
+23.1%
+17.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +5.3% | +5.1% | +0.3% | +4.5% |
| 30D | +26.3% | +4.6% | +21.7% | +25.4% |
| 3M | +19.3% | +7.2% | +12.1% | +17.9% |
| 6M | +31.8% | +40.0% | -8.2% | +24.8% |
| YTD | +23.7% | +22.4% | +1.3% | +16.4% |
| 1Y | +40.2% | +22.5% | +17.8% | +32.0% |
| All | +40.2% | +23.1% | +17.1% | +32.0% |
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