+2,038.2%
STRL vs CRBG
+117.3%
+1,920.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +4.7% |
| 7D | +5.0% | +0.6% | +4.5% | +4.7% |
| 30D | -6.9% | +2.6% | -9.5% | -8.3% |
| 3M | -39.1% | +24.0% | -63.1% | -46.3% |
| 6M | +21.5% | +50.5% | -29.0% | -3.0% |
| YTD | +66.9% | +17.1% | +49.7% | +49.7% |
| 1Y | +61.6% | +5.9% | +55.8% | +53.0% |
| 3Y | +560.0% | +122.7% | +437.3% | +364.0% |
| All | +2,038.2% | +117.3% | +1,920.9% | +1,396.2% |
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