+49.9%
VEEV vs CRBG
+117.3%
-67.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | +8.6% | +2.6% | +6.0% | +8.0% |
| 3M | +62.4% | +24.0% | +38.4% | +54.2% |
| 6M | +40.3% | +50.5% | -10.3% | +26.8% |
| YTD | +17.5% | +17.1% | +0.4% | +12.5% |
| 1Y | -6.1% | +5.9% | -12.0% | -8.3% |
| 3Y | +16.7% | +122.7% | -106.1% | -8.8% |
| All | +49.9% | +117.3% | -67.4% | +19.2% |
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