+19.5%
STM vs CRBG
+122.1%
-102.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.8% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -4.9% | +2.6% | -7.6% | -6.3% |
| 3M | -34.0% | +24.0% | -58.0% | -40.9% |
| 6M | +51.8% | +50.5% | +1.3% | +23.5% |
| YTD | +99.4% | +17.1% | +82.2% | +81.6% |
| 1Y | +99.1% | +5.9% | +93.2% | +89.3% |
| 3Y | +19.5% | +122.7% | -103.3% | -7.3% |
| All | +19.5% | +122.1% | -102.7% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling