+213.3%
RVMD vs CRBG
+15.6%
+197.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.7% | +8.3% |
| 7D | +0.5% | -2.1% | +2.6% | +1.2% |
| 30D | -4.3% | -0.9% | -3.4% | -3.8% |
| 3M | -2.8% | +1.0% | -3.8% | -2.6% |
| 6M | +27.3% | +23.5% | +3.8% | +24.2% |
| YTD | +141.4% | +16.0% | +125.4% | +123.4% |
| 1Y | +213.3% | +17.9% | +195.4% | +188.8% |
| All | +213.3% | +15.6% | +197.6% | +188.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling