-30.1%
UPS vs CRBG
+117.3%
-147.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -2.0% | +0.6% | -2.5% | -2.1% |
| 30D | -2.0% | +2.6% | -4.6% | -2.7% |
| 3M | -6.2% | +24.0% | -30.2% | -11.8% |
| 6M | +2.8% | +50.5% | -47.7% | -8.7% |
| YTD | +5.9% | +17.1% | -11.2% | +0.4% |
| 1Y | +26.2% | +5.9% | +20.4% | +22.7% |
| 3Y | -26.0% | +122.7% | -148.7% | -43.8% |
| All | -30.1% | +117.3% | -147.4% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling