-2.0%
VRSK vs CRBG
+117.3%
-119.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -5.2% | +0.6% | -5.7% | -5.2% |
| 30D | -2.3% | +2.6% | -5.0% | -2.7% |
| 3M | -2.9% | +24.0% | -26.9% | -6.0% |
| 6M | -12.8% | +50.5% | -63.3% | -18.2% |
| YTD | -20.8% | +17.1% | -38.0% | -23.0% |
| 1Y | -33.2% | +5.9% | -39.1% | -34.1% |
| 3Y | -26.6% | +122.7% | -149.3% | -39.0% |
| All | -2.0% | +117.3% | -119.3% | -15.5% |
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 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