+153.5%
SPG vs CRBG
+117.3%
+36.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.3% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | -6.1% | +2.6% | -8.8% | -7.0% |
| 3M | -3.6% | +24.0% | -27.6% | -10.2% |
| 6M | +10.4% | +50.5% | -40.1% | -3.8% |
| YTD | +14.4% | +17.1% | -2.8% | +7.6% |
| 1Y | +16.5% | +5.9% | +10.7% | +13.0% |
| 3Y | +106.8% | +122.7% | -15.9% | +50.2% |
| All | +153.5% | +117.3% | +36.2% | +86.9% |
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