+96.8%
TEVA vs CRBG
+3.6%
+93.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.2% | +5.7% | -5.9% | -1.1% |
| 30D | +4.7% | +2.6% | +2.1% | +4.2% |
| 3M | +5.6% | +31.6% | -26.0% | +0.6% |
| 6M | +10.5% | +32.8% | -22.4% | +3.7% |
| YTD | +16.5% | +16.5% | 0.0% | +9.6% |
| 1Y | +96.8% | +6.1% | +90.7% | +85.0% |
| All | +96.8% | +3.6% | +93.2% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling