+130.3%
UAL vs CRBG
+122.1%
+8.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.2% |
| 7D | -1.4% | +0.6% | -2.0% | -1.8% |
| 30D | -12.2% | +2.6% | -14.9% | -13.8% |
| 3M | -2.5% | +24.0% | -26.5% | -16.4% |
| 6M | +21.1% | +50.5% | -29.4% | -9.7% |
| YTD | -1.8% | +17.1% | -18.9% | -13.2% |
| 1Y | +0.4% | +5.9% | -5.5% | -5.3% |
| 3Y | +130.3% | +122.7% | +7.5% | +71.3% |
| All | +130.3% | +122.1% | +8.2% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling