+369.6%
TER vs CRBG
+117.3%
+252.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +2.0% |
| 7D | +6.4% | +0.6% | +5.8% | +6.1% |
| 30D | -5.7% | +2.6% | -8.3% | -6.9% |
| 3M | -0.4% | +24.0% | -24.4% | -10.0% |
| 6M | +25.8% | +50.5% | -24.7% | +3.8% |
| YTD | +96.4% | +17.1% | +79.3% | +79.7% |
| 1Y | +229.2% | +5.9% | +223.3% | +214.2% |
| 3Y | +288.1% | +122.7% | +165.4% | +178.3% |
| All | +369.6% | +117.3% | +252.3% | +251.3% |
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