+197.9%
STT vs CRBG
+122.1%
+75.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | +1.7% | +2.6% | -0.9% | +0.5% |
| 3M | +17.9% | +24.0% | -6.1% | +7.4% |
| 6M | +55.3% | +50.5% | +4.8% | +29.1% |
| YTD | +52.7% | +17.1% | +35.5% | +41.4% |
| 1Y | +75.7% | +5.9% | +69.8% | +69.5% |
| 3Y | +197.9% | +122.7% | +75.2% | +123.9% |
| All | +197.9% | +122.1% | +75.8% | +123.9% |
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 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