-34.8%
VG vs CRBG
+9.8%
-44.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +7.0% | -1.6% | +8.7% | +7.7% |
| 30D | +17.2% | +2.4% | +14.9% | +15.9% |
| 3M | +16.8% | +26.8% | -10.0% | +3.7% |
| 6M | +36.3% | +41.5% | -5.2% | +10.1% |
| YTD | +127.9% | +15.5% | +112.4% | +113.1% |
| 1Y | +11.7% | +6.6% | +5.2% | +11.9% |
| All | -34.8% | +9.8% | -44.6% | -33.4% |
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