+97.0%
USB vs CRBG
+119.0%
-22.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -1.8% | -1.6% | -0.1% | -1.1% |
| 30D | -2.9% | +2.4% | -5.3% | -4.0% |
| 3M | +10.8% | +26.8% | -16.0% | -0.8% |
| 6M | +22.4% | +41.5% | -19.1% | +3.5% |
| YTD | +19.2% | +15.5% | +3.7% | +10.5% |
| 1Y | +31.9% | +6.6% | +25.4% | +26.4% |
| All | +97.0% | +119.0% | -22.0% | +24.9% |
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