+34.4%
USB vs CRBG
+4.4%
+30.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | 0.0% |
| 7D | +1.8% | +6.5% | -4.7% | -0.4% |
| 30D | -1.1% | +10.0% | -11.1% | -4.4% |
| 3M | +20.6% | +35.1% | -14.5% | +8.3% |
| 6M | +19.9% | +41.1% | -21.2% | +5.5% |
| YTD | +21.3% | +17.4% | +3.9% | +14.8% |
| All | +34.4% | +4.4% | +30.0% | +28.8% |
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