+112.0%
VSH vs CRBG
+3.6%
+108.4%
-54.3%
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% | +4.7% |
| 7D | +4.1% | +5.7% | -1.6% | +2.4% |
| 30D | -4.2% | +2.6% | -6.8% | -5.1% |
| 3M | -50.0% | +31.6% | -81.6% | -55.7% |
| 6M | +80.2% | +32.8% | +47.3% | +57.5% |
| YTD | +121.1% | +16.5% | +104.6% | +104.9% |
| 1Y | +112.0% | +6.1% | +105.9% | +101.0% |
| All | +112.0% | +3.6% | +108.4% | +101.0% |
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