+23.7%
U vs CRBG
+117.3%
-93.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +3.6% |
| 7D | +5.5% | +0.6% | +4.9% | +5.1% |
| 30D | -1.3% | +2.6% | -3.9% | -3.0% |
| 3M | +64.6% | +24.0% | +40.6% | +43.0% |
| 6M | +119.4% | +50.5% | +68.8% | +65.2% |
| YTD | -0.5% | +17.1% | -17.6% | -11.0% |
| 1Y | +1.3% | +5.9% | -4.6% | -3.7% |
| 3Y | +15.6% | +122.7% | -107.1% | -39.1% |
| All | +23.7% | +117.3% | -93.6% | -28.6% |
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