+254.6%
ROIV vs CRBG
+122.1%
+132.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +16.9% | +0.6% | +16.3% | +16.5% |
| 30D | +12.9% | +2.6% | +10.3% | +11.8% |
| 3M | +37.3% | +24.0% | +13.3% | +28.1% |
| 6M | +38.0% | +50.5% | -12.5% | +21.0% |
| YTD | +88.1% | +17.1% | +71.0% | +76.9% |
| 1Y | +183.3% | +5.9% | +177.4% | +173.7% |
| 3Y | +254.6% | +122.7% | +131.9% | +200.8% |
| All | +254.6% | +122.1% | +132.5% | +200.8% |
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