+49.0%
STM vs CRBG
+117.3%
-68.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.9% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -4.9% | +2.6% | -7.6% | -6.2% |
| 3M | -34.0% | +24.0% | -58.0% | -40.5% |
| 6M | +51.8% | +50.5% | +1.3% | +25.0% |
| YTD | +99.4% | +17.1% | +82.2% | +82.7% |
| 1Y | +99.1% | +5.9% | +93.2% | +89.8% |
| 3Y | +19.5% | +122.7% | -103.3% | -15.2% |
| All | +49.0% | +117.3% | -68.3% | +8.8% |
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