+60.6%
SLB vs CRBG
+117.3%
-56.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | +7.1% | +2.6% | +4.5% | +5.9% |
| 3M | +0.6% | +24.0% | -23.4% | -7.9% |
| 6M | +17.6% | +50.5% | -32.9% | -1.3% |
| YTD | +48.5% | +17.1% | +31.3% | +37.6% |
| 1Y | +59.4% | +5.9% | +53.5% | +53.4% |
| 3Y | -0.4% | +122.7% | -123.1% | -34.4% |
| All | +60.6% | +117.3% | -56.7% | +2.6% |
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