+223.1%
SLV vs CRBG
+117.3%
+105.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.9% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -1.6% | +2.6% | -4.2% | -1.9% |
| 3M | -4.4% | +24.0% | -28.4% | -6.6% |
| 6M | -25.4% | +50.5% | -75.9% | -28.5% |
| YTD | -9.8% | +17.1% | -26.9% | -11.5% |
| 1Y | +53.8% | +5.9% | +47.9% | +51.9% |
| 3Y | +174.7% | +122.7% | +51.9% | +157.7% |
| All | +223.1% | +117.3% | +105.8% | +213.5% |
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