-33.5%
VG vs CRBG
+11.4%
-44.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +9.6% | +0.6% | +9.0% | +9.3% |
| 30D | +15.2% | +2.6% | +12.5% | +13.7% |
| 3M | +24.1% | +24.0% | +0.1% | +11.7% |
| 6M | +27.2% | +50.5% | -23.4% | -1.1% |
| YTD | +132.3% | +17.1% | +115.2% | +115.9% |
| 1Y | +15.7% | +5.9% | +9.8% | +17.9% |
| All | -33.5% | +11.4% | -44.9% | -32.5% |
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