+37.0%
TMUS vs CRBG
+117.3%
-80.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.8% |
| 7D | +0.4% | +0.6% | -0.1% | +0.4% |
| 30D | +3.5% | +2.6% | +0.9% | +3.3% |
| 3M | -1.3% | +24.0% | -25.3% | -3.2% |
| 6M | -13.6% | +50.5% | -64.1% | -16.8% |
| YTD | -8.8% | +17.1% | -25.9% | -10.2% |
| 1Y | -22.9% | +5.9% | -28.8% | -23.3% |
| 3Y | +36.7% | +122.7% | -86.0% | +23.5% |
| All | +37.0% | +117.3% | -80.3% | +25.2% |
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