+92.8%
UMC vs CRBG
+15.6%
+77.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.5% |
| 7D | -17.0% | -2.1% | -14.9% | -16.6% |
| 30D | -40.6% | -0.9% | -39.7% | -40.3% |
| 3M | -27.9% | +1.0% | -28.8% | -27.4% |
| 6M | -7.5% | +23.5% | -30.9% | -7.2% |
| YTD | +79.3% | +16.0% | +63.3% | +72.1% |
| 1Y | +92.8% | +17.9% | +74.9% | +84.1% |
| All | +92.8% | +15.6% | +77.2% | +84.1% |
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