+30.1%
XLP vs CRBG
+117.3%
-87.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -2.0% | +2.6% | -4.6% | -2.3% |
| 3M | -1.5% | +24.0% | -25.5% | -3.5% |
| 6M | -0.2% | +50.5% | -50.7% | -4.2% |
| YTD | +8.7% | +17.1% | -8.4% | +6.7% |
| 1Y | +6.3% | +5.9% | +0.5% | +5.4% |
| 3Y | +25.1% | +122.7% | -97.6% | +10.3% |
| All | +30.1% | +117.3% | -87.2% | +16.0% |
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