+14.5%
XLK vs CRBG
+15.6%
-1.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -8.2% | -2.1% | -6.2% | -7.6% |
| 30D | -18.2% | -0.9% | -17.3% | -17.9% |
| 3M | -11.0% | +1.0% | -12.0% | -11.1% |
| 6M | -2.9% | +23.5% | -26.3% | -7.8% |
| YTD | +14.8% | +16.0% | -1.2% | +10.0% |
| 1Y | +14.5% | +17.9% | -3.4% | +9.1% |
| All | +14.5% | +15.6% | -1.1% | +9.1% |
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