+121.6%
URI vs CRBG
+122.1%
-0.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -2.1% | +0.6% | -2.6% | -2.3% |
| 30D | -12.4% | +2.6% | -15.0% | -13.6% |
| 3M | -7.3% | +24.0% | -31.3% | -16.5% |
| 6M | +27.2% | +50.5% | -23.3% | +3.0% |
| YTD | +23.0% | +17.1% | +5.8% | +12.3% |
| 1Y | +3.9% | +5.9% | -2.0% | -0.3% |
| 3Y | +121.6% | +122.7% | -1.1% | +46.4% |
| All | +121.6% | +122.1% | -0.5% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling