-0.8%
TOST vs CRBG
+20.9%
-21.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.9% |
| 7D | +10.7% | +2.6% | +8.1% | +9.5% |
| 30D | +17.7% | +4.0% | +13.7% | +15.8% |
| 3M | +4.6% | +15.5% | -10.9% | -1.7% |
| 6M | +20.3% | +36.0% | -15.7% | +5.2% |
| YTD | -0.4% | +23.3% | -23.7% | -7.1% |
| 1Y | -0.8% | +19.9% | -20.7% | -6.9% |
| All | -0.8% | +20.9% | -21.7% | -6.9% |
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