+63.8%
USB vs CRBG
+111.5%
-47.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.3% |
| 7D | +2.1% | +4.9% | -2.8% | -0.4% |
| 30D | -2.3% | +0.2% | -2.5% | -2.5% |
| 3M | +13.9% | +25.5% | -11.6% | +0.7% |
| 6M | +21.6% | +35.7% | -14.1% | +2.2% |
| YTD | +19.3% | +14.0% | +5.3% | +9.7% |
| 1Y | +33.6% | +3.9% | +29.7% | +28.5% |
| 3Y | +97.7% | +118.8% | -21.1% | +11.6% |
| All | +63.8% | +111.5% | -47.7% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling