+63.6%
USB vs CRBG
+114.2%
-50.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -1.8% | -1.6% | -0.1% | -0.9% |
| 30D | -2.9% | +2.4% | -5.3% | -4.2% |
| 3M | +10.8% | +26.8% | -16.0% | -2.6% |
| 6M | +22.4% | +41.5% | -19.1% | +0.6% |
| YTD | +19.2% | +15.5% | +3.7% | +8.8% |
| 1Y | +31.9% | +6.6% | +25.4% | +25.2% |
| 3Y | +97.5% | +121.6% | -24.2% | +10.8% |
| All | +63.6% | +114.2% | -50.6% | -8.0% |
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