-38.2%
SMR vs CRBG
+117.3%
-155.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.4% | -17.1% | -16.7% |
| 7D | -11.2% | +0.6% | -11.8% | -12.0% |
| 30D | -10.2% | +2.6% | -12.9% | -12.5% |
| 3M | -10.0% | +24.0% | -34.0% | -24.6% |
| 6M | -30.5% | +50.5% | -81.0% | -49.3% |
| YTD | -39.2% | +17.1% | -56.4% | -47.0% |
| 1Y | -75.5% | +5.9% | -81.4% | -77.0% |
| 3Y | +45.4% | +122.7% | -77.3% | -9.0% |
| All | -38.2% | +117.3% | -155.5% | -62.4% |
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