+74.2%
XLF vs CRBG
+122.1%
-47.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.2% |
| 7D | -1.5% | +0.6% | -2.0% | -1.7% |
| 30D | -1.2% | +2.6% | -3.8% | -2.1% |
| 3M | +9.2% | +24.0% | -14.8% | +1.4% |
| 6M | +16.3% | +50.5% | -34.2% | +0.7% |
| YTD | +5.4% | +17.1% | -11.7% | -0.9% |
| 1Y | +7.6% | +5.9% | +1.7% | +4.3% |
| 3Y | +74.2% | +122.7% | -48.5% | +39.5% |
| All | +74.2% | +122.1% | -47.9% | +39.5% |
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 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