+55.3%
SOXX vs CRBG
+23.7%
+31.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.7% | -4.0% |
| 7D | +9.4% | +6.6% | +2.7% | +7.3% |
| 30D | -13.8% | +7.1% | -20.8% | -15.0% |
| 3M | -18.6% | +6.7% | -25.4% | -19.9% |
| 6M | -15.1% | +39.7% | -54.8% | -22.8% |
| YTD | +49.0% | +23.7% | +25.3% | +38.7% |
| 1Y | +55.3% | +29.1% | +26.2% | +43.4% |
| All | +55.3% | +23.7% | +31.6% | +43.4% |
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 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