+907.8%
RVMD vs CRBG
+117.3%
+790.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | -0.7% | +2.6% | -3.4% | -1.7% |
| 3M | +36.5% | +24.0% | +12.6% | +26.8% |
| 6M | +104.6% | +50.5% | +54.1% | +77.2% |
| YTD | +155.8% | +17.1% | +138.7% | +138.2% |
| 1Y | +340.7% | +5.9% | +334.8% | +324.1% |
| 3Y | +519.9% | +122.7% | +397.2% | +334.3% |
| All | +907.8% | +117.3% | +790.5% | +652.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling