+5.3%
WMT vs CRBG
+7.7%
-2.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.3% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -7.4% | +2.6% | -10.1% | -7.6% |
| 3M | -10.9% | +24.0% | -34.9% | -11.4% |
| 6M | -12.7% | +50.5% | -63.2% | -13.8% |
| YTD | -3.2% | +17.1% | -20.3% | -3.9% |
| 1Y | +5.3% | +5.9% | -0.6% | +4.5% |
| All | +5.3% | +7.7% | -2.5% | +4.5% |
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