-21.2%
TMUS vs CRBG
+20.9%
-42.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +3.0% |
| 7D | +7.5% | +2.6% | +4.9% | +7.3% |
| 30D | -3.3% | +4.0% | -7.3% | -3.5% |
| 3M | -9.7% | +15.5% | -25.2% | -10.0% |
| 6M | -17.2% | +36.0% | -53.2% | -16.7% |
| YTD | -20.3% | +23.3% | -43.7% | -20.6% |
| 1Y | -21.2% | +19.9% | -41.1% | -21.6% |
| All | -21.2% | +20.9% | -42.1% | -21.6% |
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 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