+33.2%
VG vs CRBG
+39.3%
-6.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.9% |
| 7D | +3.8% | +0.8% | +3.0% | +4.4% |
| 30D | +7.2% | -1.9% | +9.2% | +6.1% |
| 3M | +22.8% | +23.6% | -0.8% | +42.8% |
| 6M | +33.2% | +36.5% | -3.3% | +70.7% |
| All | +33.2% | +39.3% | -6.1% | +70.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling