+305.9%
SHOP vs CRBG
+117.3%
+188.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | -11.2% | +0.6% | -11.8% | -11.5% |
| 30D | -14.4% | +2.6% | -17.0% | -15.7% |
| 3M | +16.6% | +24.0% | -7.4% | +2.6% |
| 6M | -0.6% | +50.5% | -51.1% | -23.3% |
| YTD | -20.0% | +17.1% | -37.1% | -28.1% |
| 1Y | -11.2% | +5.9% | -17.1% | -15.6% |
| 3Y | +99.5% | +122.7% | -23.2% | +23.1% |
| All | +305.9% | +117.3% | +188.6% | +167.6% |
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