-5.4%
REGN vs CRBG
+122.1%
-127.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | -2.0% | +2.6% | -4.6% | -2.4% |
| 3M | +28.0% | +24.0% | +4.0% | +23.4% |
| 6M | +1.2% | +50.5% | -49.4% | -5.7% |
| YTD | +1.6% | +17.1% | -15.5% | -1.9% |
| 1Y | +38.2% | +5.9% | +32.4% | +35.4% |
| 3Y | -5.4% | +122.7% | -128.1% | -21.9% |
| All | -5.4% | +122.1% | -127.5% | -21.9% |
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