+61.4%
USB vs CRBG
+129.5%
-68.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +2.6% | +6.6% | -4.0% | -0.7% |
| 30D | +8.4% | +7.1% | +1.3% | +4.5% |
| 3M | -5.5% | +6.7% | -12.3% | -8.9% |
| 6M | +17.7% | +39.7% | -21.9% | -1.8% |
| YTD | +17.6% | +23.7% | -6.1% | +3.4% |
| 1Y | +33.9% | +29.1% | +4.8% | +14.7% |
| 3Y | +103.8% | +105.0% | -1.2% | +22.5% |
| All | +61.4% | +129.5% | -68.1% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling