+1,283.9%
STX vs CRBG
+122.1%
+1,161.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.2% | -4.2% |
| 7D | -2.3% | +0.6% | -2.8% | -2.5% |
| 30D | -5.5% | +2.6% | -8.1% | -6.4% |
| 3M | -4.3% | +24.0% | -28.3% | -11.3% |
| 6M | +115.6% | +50.5% | +65.1% | +85.4% |
| YTD | +202.2% | +17.1% | +185.1% | +182.6% |
| 1Y | +325.3% | +5.9% | +319.4% | +310.5% |
| 3Y | +1,283.9% | +122.7% | +1,161.2% | +1,018.9% |
| All | +1,283.9% | +122.1% | +1,161.8% | +1,018.9% |
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