+96.5%
STM vs CRBG
+20.9%
+75.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.4% | -7.5% | -6.6% |
| 7D | -6.0% | +2.6% | -8.6% | -7.0% |
| 30D | -20.9% | +4.0% | -25.0% | -22.2% |
| 3M | -15.8% | +15.5% | -31.3% | -21.5% |
| 6M | -17.0% | +36.0% | -53.0% | -28.6% |
| YTD | +76.8% | +23.3% | +53.5% | +56.0% |
| 1Y | +96.5% | +19.9% | +76.6% | +75.9% |
| All | +96.5% | +20.9% | +75.6% | +75.9% |
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 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