+49.9%
XLE vs CRBG
+20.9%
+28.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -4.6% |
| 7D | -7.2% | +2.6% | -9.8% | -7.0% |
| 30D | +0.1% | +4.0% | -3.9% | +0.4% |
| 3M | +9.2% | +15.5% | -6.3% | +10.4% |
| 6M | +8.4% | +36.0% | -27.6% | +10.7% |
| YTD | +44.9% | +23.3% | +21.6% | +51.4% |
| 1Y | +49.9% | +19.9% | +29.9% | +56.3% |
| All | +49.9% | +20.9% | +28.9% | +56.3% |
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