+47.0%
UNP vs CRBG
+117.3%
-70.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | -2.7% | +2.6% | -5.4% | -3.4% |
| 3M | +6.5% | +24.0% | -17.5% | +0.6% |
| 6M | +14.4% | +50.5% | -36.1% | +2.2% |
| YTD | +24.8% | +17.1% | +7.7% | +18.8% |
| 1Y | +34.4% | +5.9% | +28.5% | +31.1% |
| 3Y | +43.6% | +122.7% | -79.1% | +11.5% |
| All | +47.0% | +117.3% | -70.3% | +14.4% |
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