+361.0%
SOXX vs CRBG
+117.3%
+243.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -3.6% | +2.6% | -6.2% | -4.8% |
| 3M | -10.2% | +24.0% | -34.2% | -18.7% |
| 6M | +54.2% | +50.5% | +3.7% | +27.1% |
| YTD | +75.2% | +17.1% | +58.1% | +60.5% |
| 1Y | +107.5% | +5.9% | +101.6% | +98.1% |
| 3Y | +226.8% | +122.7% | +104.0% | +128.6% |
| All | +361.0% | +117.3% | +243.7% | +237.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling