-2.7%
SMCI vs CRBG
+3.6%
-6.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.9% |
| 7D | +6.8% | +5.7% | +1.1% | +3.9% |
| 30D | +30.6% | +2.6% | +28.0% | +28.9% |
| 3M | -15.6% | +31.6% | -47.2% | -27.6% |
| 6M | +21.3% | +32.8% | -11.6% | +2.6% |
| YTD | +35.3% | +16.5% | +18.8% | +24.7% |
| 1Y | -2.7% | +6.1% | -8.8% | -8.0% |
| All | -2.7% | +3.6% | -6.3% | -8.0% |
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