-30.6%
VRSK vs CRBG
+3.6%
-34.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | -3.1% | +5.7% | -8.8% | -3.5% |
| 30D | -1.6% | +2.6% | -4.2% | -1.7% |
| 3M | +3.5% | +31.6% | -28.1% | +0.6% |
| 6M | -13.4% | +32.8% | -46.2% | -16.2% |
| YTD | -16.5% | +16.5% | -33.0% | -17.8% |
| 1Y | -30.6% | +6.1% | -36.7% | -29.9% |
| All | -30.6% | +3.6% | -34.1% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling