+191.0%
SPMO vs CRBG
+117.3%
+73.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -1.9% | +2.6% | -4.6% | -2.7% |
| 3M | -1.4% | +24.0% | -25.4% | -7.7% |
| 6M | +25.5% | +50.5% | -25.0% | +10.3% |
| YTD | +24.8% | +17.1% | +7.7% | +17.8% |
| 1Y | +24.5% | +5.9% | +18.6% | +20.9% |
| 3Y | +157.1% | +122.7% | +34.4% | +103.4% |
| All | +191.0% | +117.3% | +73.7% | +129.4% |
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