+1,156.0%
ROIV vs CRBG
+117.3%
+1,038.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +16.9% | +0.6% | +16.3% | +16.6% |
| 30D | +12.9% | +2.6% | +10.3% | +11.9% |
| 3M | +37.3% | +24.0% | +13.3% | +29.0% |
| 6M | +38.0% | +50.5% | -12.5% | +22.7% |
| YTD | +88.1% | +17.1% | +71.0% | +78.0% |
| 1Y | +183.3% | +5.9% | +177.4% | +174.5% |
| 3Y | +254.6% | +122.7% | +131.9% | +188.6% |
| All | +1,156.0% | +117.3% | +1,038.7% | +913.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling