+321.0%
TEVA vs CRBG
+117.3%
+203.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | +1.0% | +2.6% | -1.7% | +0.2% |
| 3M | +7.3% | +24.0% | -16.7% | +0.9% |
| 6M | +21.7% | +50.5% | -28.8% | +8.2% |
| YTD | +18.8% | +17.1% | +1.7% | +12.3% |
| 1Y | +86.5% | +5.9% | +80.6% | +80.6% |
| 3Y | +269.4% | +122.7% | +146.7% | +161.7% |
| All | +321.0% | +117.3% | +203.7% | +201.4% |
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