+31.4%
XLB vs CRBG
+122.1%
-90.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | 0.0% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | -3.1% | +2.6% | -5.7% | -3.8% |
| 3M | -0.2% | +24.0% | -24.2% | -5.5% |
| 6M | +3.1% | +50.5% | -47.4% | -7.5% |
| YTD | +13.3% | +17.1% | -3.9% | +8.0% |
| 1Y | +12.0% | +5.9% | +6.2% | +9.5% |
| 3Y | +31.4% | +122.7% | -91.3% | +8.7% |
| All | +31.4% | +122.1% | -90.7% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling