+99.6%
STM vs CRBG
+3.6%
+96.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +5.8% | +5.7% | +0.1% | +3.4% |
| 30D | -1.0% | +2.6% | -3.6% | -2.3% |
| 3M | -33.3% | +31.6% | -64.8% | -41.0% |
| 6M | +57.4% | +32.8% | +24.5% | +37.4% |
| YTD | +102.2% | +16.5% | +85.7% | +83.5% |
| 1Y | +99.6% | +6.1% | +93.5% | +81.4% |
| All | +99.6% | +3.6% | +96.0% | +81.4% |
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