+3.0%
ROL vs CRBG
+117.3%
-114.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -3.2% | +0.6% | -3.7% | -3.2% |
| 30D | -4.9% | +2.6% | -7.5% | -5.2% |
| 3M | -25.8% | +24.0% | -49.8% | -27.4% |
| 6M | -37.6% | +50.5% | -88.1% | -40.1% |
| YTD | -41.5% | +17.1% | -58.6% | -42.6% |
| 1Y | -39.5% | +5.9% | -45.4% | -40.1% |
| 3Y | +0.1% | +122.7% | -122.6% | -13.0% |
| All | +3.0% | +117.3% | -114.3% | -10.8% |
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