+91.2%
VSH vs CRBG
+117.3%
-26.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.4% | +4.7% | +5.5% |
| 7D | +4.8% | +0.6% | +4.2% | +4.5% |
| 30D | -0.7% | +2.6% | -3.3% | -2.0% |
| 3M | -43.1% | +24.0% | -67.0% | -49.5% |
| 6M | +91.8% | +50.5% | +41.3% | +53.2% |
| YTD | +131.6% | +17.1% | +114.5% | +108.8% |
| 1Y | +118.1% | +5.9% | +112.2% | +106.7% |
| 3Y | +40.9% | +122.7% | -81.8% | +2.7% |
| All | +91.2% | +117.3% | -26.1% | +41.6% |
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