-25.9%
STRL vs CRBG
+20.9%
-46.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.4% | -22.9% | -22.1% |
| 7D | -27.1% | +2.6% | -29.7% | -28.0% |
| 30D | -45.8% | +4.0% | -49.8% | -46.7% |
| 3M | -47.6% | +15.5% | -63.1% | -51.2% |
| 6M | -46.4% | +36.0% | -82.4% | -54.6% |
| YTD | -7.4% | +23.3% | -30.7% | -19.8% |
| 1Y | -25.9% | +19.9% | -45.8% | -33.5% |
| All | -25.9% | +20.9% | -46.8% | -33.5% |
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