+340.1%
SIMO vs CRBG
+117.3%
+222.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.8% |
| 7D | +11.0% | +0.6% | +10.5% | +10.8% |
| 30D | +17.9% | +2.6% | +15.3% | +16.7% |
| 3M | +3.9% | +24.0% | -20.1% | -4.2% |
| 6M | +131.0% | +50.5% | +80.5% | +97.4% |
| YTD | +209.3% | +17.1% | +192.2% | +186.9% |
| 1Y | +223.8% | +5.9% | +217.9% | +211.3% |
| 3Y | +479.2% | +122.7% | +356.5% | +362.7% |
| All | +340.1% | +117.3% | +222.8% | +248.6% |
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