-26.5%
TMUS vs CRBG
+3.6%
-30.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | +0.1% | +5.7% | -5.6% | -0.2% |
| 30D | +5.3% | +2.6% | +2.6% | +5.1% |
| 3M | +3.1% | +31.6% | -28.5% | +3.2% |
| 6M | -16.5% | +32.8% | -49.3% | -16.3% |
| YTD | -9.2% | +16.5% | -25.6% | -9.3% |
| 1Y | -26.5% | +6.1% | -32.6% | -25.8% |
| All | -26.5% | +3.6% | -30.0% | -25.8% |
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