+32.6%
SMH vs CRBG
+15.6%
+16.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.1% | +3.7% |
| 7D | -11.2% | -2.1% | -9.1% | -10.4% |
| 30D | -25.8% | -0.9% | -24.9% | -25.3% |
| 3M | -18.8% | +1.0% | -19.8% | -18.8% |
| 6M | -15.6% | +23.5% | -39.1% | -20.4% |
| YTD | +28.8% | +16.0% | +12.8% | +22.4% |
| 1Y | +32.6% | +17.9% | +14.7% | +25.5% |
| All | +32.6% | +15.6% | +16.9% | +25.5% |
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 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