+6.2%
SPMO vs CRBG
+15.6%
-9.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -8.7% | -2.1% | -6.6% | -8.2% |
| 30D | -18.7% | -0.9% | -17.8% | -18.4% |
| 3M | -16.4% | +1.0% | -17.4% | -16.5% |
| 6M | -11.9% | +23.5% | -35.3% | -15.5% |
| YTD | +4.9% | +16.0% | -11.1% | +1.4% |
| 1Y | +6.2% | +17.9% | -11.7% | +2.1% |
| All | +6.2% | +15.6% | -9.4% | +2.1% |
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