+47.4%
UNP vs CRBG
+118.1%
-70.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -1.6% | +1.0% | -2.5% | -1.8% |
| 30D | -2.5% | +1.0% | -3.4% | -2.8% |
| 3M | +5.0% | +22.1% | -17.1% | -0.4% |
| 6M | +18.7% | +51.0% | -32.3% | +6.0% |
| YTD | +25.1% | +17.6% | +7.5% | +18.9% |
| 1Y | +35.4% | +8.0% | +27.5% | +31.4% |
| 3Y | +41.2% | +118.0% | -76.8% | +10.4% |
| All | +47.4% | +118.1% | -70.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling