+200.3%
XLK vs CRBG
+117.3%
+83.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -0.6% | +2.6% | -3.3% | -1.6% |
| 3M | +2.6% | +24.0% | -21.4% | -5.0% |
| 6M | +34.0% | +50.5% | -16.5% | +15.4% |
| YTD | +30.7% | +17.1% | +13.5% | +22.3% |
| 1Y | +39.2% | +5.9% | +33.3% | +34.5% |
| 3Y | +120.4% | +122.7% | -2.3% | +63.7% |
| All | +200.3% | +117.3% | +83.0% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling