+80.0%
SE vs CRBG
+117.3%
-37.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.9% |
| 7D | -5.2% | +0.6% | -5.8% | -5.5% |
| 30D | -17.1% | +2.6% | -19.7% | -18.2% |
| 3M | +24.0% | +24.0% | 0.0% | +12.2% |
| 6M | +21.0% | +50.5% | -29.5% | -0.5% |
| YTD | -16.7% | +17.1% | -33.9% | -23.8% |
| 1Y | -45.9% | +5.9% | -51.8% | -48.4% |
| 3Y | +177.8% | +122.7% | +55.1% | +84.3% |
| All | +80.0% | +117.3% | -37.3% | +26.0% |
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