+30.1%
VRTX vs CRBG
+13.0%
+17.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.4% |
| 7D | +0.5% | -3.0% | +3.4% | +0.9% |
| 30D | +8.0% | -2.6% | +10.6% | +8.4% |
| 3M | +11.9% | +2.7% | +9.2% | +11.3% |
| 6M | +27.8% | +22.2% | +5.6% | +23.8% |
| YTD | +19.7% | +16.5% | +3.1% | +16.1% |
| 1Y | +30.1% | +16.9% | +13.2% | +26.4% |
| All | +30.1% | +13.0% | +17.1% | +26.4% |
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 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