-28.7%
SMCI vs CRBG
+15.6%
-44.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.4% |
| 7D | -12.7% | -2.1% | -10.6% | -11.6% |
| 30D | -36.0% | -0.9% | -35.1% | -35.5% |
| 3M | -2.1% | +1.0% | -3.1% | -2.4% |
| 6M | -17.0% | +23.5% | -40.5% | -26.4% |
| YTD | -1.7% | +16.0% | -17.7% | -8.6% |
| 1Y | -28.7% | +17.9% | -46.6% | -34.6% |
| All | -28.7% | +15.6% | -44.3% | -34.6% |
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 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