+27.1%
SYK vs CRBG
+114.2%
-87.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.2% |
| 7D | -12.3% | -1.6% | -10.7% | -12.0% |
| 30D | -22.4% | +2.4% | -24.8% | -22.8% |
| 3M | -12.3% | +26.8% | -39.2% | -16.4% |
| 6M | -24.3% | +41.5% | -65.8% | -29.5% |
| YTD | -22.8% | +15.5% | -38.2% | -25.5% |
| 1Y | -28.8% | +6.6% | -35.3% | -30.4% |
| 3Y | -4.0% | +121.6% | -125.6% | -19.9% |
| All | +27.1% | +114.2% | -87.1% | +9.0% |
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