+240.3%
UMC vs CRBG
+7.7%
+232.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.4% |
| 7D | +9.0% | +0.6% | +8.4% | +9.0% |
| 30D | +17.2% | +2.6% | +14.6% | +17.4% |
| 3M | +11.4% | +24.0% | -12.6% | +11.2% |
| 6M | +137.5% | +50.5% | +87.0% | +137.6% |
| YTD | +193.1% | +17.1% | +176.0% | +183.2% |
| 1Y | +240.3% | +5.9% | +234.4% | +227.3% |
| All | +240.3% | +7.7% | +232.6% | +227.3% |
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 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