+159.0%
SU vs CRBG
+117.3%
+41.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +8.4% | +2.6% | +5.8% | +7.7% |
| 3M | +12.1% | +24.0% | -11.9% | +6.1% |
| 6M | +19.7% | +50.5% | -30.8% | +7.0% |
| YTD | +58.4% | +17.1% | +41.3% | +51.1% |
| 1Y | +67.2% | +5.9% | +61.4% | +63.9% |
| 3Y | +125.0% | +122.7% | +2.3% | +60.7% |
| All | +159.0% | +117.3% | +41.7% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling