+33.3%
SHEL vs CRBG
+3.6%
+29.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.6% |
| 7D | +2.2% | +5.7% | -3.5% | +2.4% |
| 30D | +6.8% | +2.6% | +4.2% | +7.0% |
| 3M | +8.1% | +31.6% | -23.5% | +8.2% |
| 6M | +14.4% | +32.8% | -18.4% | +14.7% |
| YTD | +30.0% | +16.5% | +13.5% | +31.5% |
| 1Y | +33.3% | +6.1% | +27.2% | +35.3% |
| All | +33.3% | +3.6% | +29.8% | +35.3% |
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