+123.4%
VRT vs CRBG
+3.6%
+119.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.5% |
| 7D | +9.1% | +5.7% | +3.4% | +8.0% |
| 30D | +0.9% | +2.6% | -1.7% | +0.3% |
| 3M | -13.4% | +31.6% | -45.0% | -18.1% |
| 6M | +11.7% | +32.8% | -21.2% | +5.3% |
| YTD | +73.2% | +16.5% | +56.8% | +66.8% |
| 1Y | +123.4% | +6.1% | +117.3% | +116.5% |
| All | +123.4% | +3.6% | +119.9% | +116.5% |
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 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