+40.6%
VRTX vs CRBG
+4.4%
+36.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.3% |
| 7D | +1.9% | +6.5% | -4.6% | +0.9% |
| 30D | +16.6% | +10.0% | +6.6% | +14.6% |
| 3M | +30.3% | +35.1% | -4.8% | +24.3% |
| 6M | +17.6% | +41.1% | -23.5% | +10.8% |
| YTD | +23.1% | +17.4% | +5.7% | +19.4% |
| All | +40.6% | +4.4% | +36.2% | +39.1% |
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