+130.0%
RIO vs CRBG
+117.3%
+12.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.3% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | +0.9% | +2.6% | -1.7% | +0.2% |
| 3M | -1.4% | +24.0% | -25.4% | -6.3% |
| 6M | +10.9% | +50.5% | -39.6% | +0.8% |
| YTD | +31.2% | +17.1% | +14.1% | +25.5% |
| 1Y | +67.9% | +5.9% | +62.0% | +63.8% |
| 3Y | +88.8% | +122.7% | -33.9% | +46.1% |
| All | +130.0% | +117.3% | +12.7% | +73.5% |
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