+66.8%
TOST vs CRBG
+114.2%
-47.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -2.1% |
| 7D | -5.9% | -1.6% | -4.2% | -5.0% |
| 30D | -8.4% | +2.4% | -10.8% | -9.7% |
| 3M | +31.4% | +26.8% | +4.6% | +15.3% |
| 6M | +10.5% | +41.5% | -31.0% | -9.7% |
| YTD | -10.1% | +15.5% | -25.5% | -17.8% |
| 1Y | -19.9% | +6.6% | -26.5% | -23.9% |
| 3Y | +53.3% | +121.6% | -68.4% | -6.8% |
| All | +66.8% | +114.2% | -47.4% | +9.0% |
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