+152.4%
RTX vs CRBG
+117.3%
+35.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.5% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -11.0% | +2.6% | -13.6% | -11.4% |
| 3M | +7.7% | +24.0% | -16.3% | +3.3% |
| 6M | -3.9% | +50.5% | -54.4% | -11.3% |
| YTD | +9.0% | +17.1% | -8.2% | +4.9% |
| 1Y | +27.3% | +5.9% | +21.4% | +24.8% |
| 3Y | +172.9% | +122.7% | +50.2% | +126.3% |
| All | +152.4% | +117.3% | +35.1% | +110.7% |
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