+67.7%
TOST vs CRBG
+117.3%
-49.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | -0.2% |
| 7D | -5.4% | +0.6% | -6.0% | -5.7% |
| 30D | -5.7% | +2.6% | -8.3% | -7.2% |
| 3M | +30.1% | +24.0% | +6.1% | +15.5% |
| 6M | +11.9% | +50.5% | -38.6% | -11.5% |
| YTD | -9.5% | +17.1% | -26.7% | -17.9% |
| 1Y | -21.3% | +5.9% | -27.1% | -24.8% |
| 3Y | +50.7% | +122.7% | -72.1% | -8.6% |
| All | +67.7% | +117.3% | -49.6% | +8.8% |
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 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