-100.0%
VIVK vs CRBG
+117.3%
-217.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.4% | -8.8% | -7.7% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | -40.8% | +2.6% | -43.4% | -41.1% |
| 3M | -94.1% | +24.0% | -118.1% | -94.4% |
| 6M | -98.2% | +50.5% | -148.7% | -98.4% |
| YTD | -98.0% | +17.1% | -115.1% | -98.1% |
| 1Y | -100.0% | +5.9% | -105.8% | -100.0% |
| 3Y | -100.0% | +122.7% | -222.7% | -100.0% |
| All | -100.0% | +117.3% | -217.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling