+25.0%
XLV vs CRBG
+23.1%
+1.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.6% | +5.1% | -3.5% | +0.9% |
| 30D | +10.7% | +4.6% | +6.1% | +10.1% |
| 3M | +11.9% | +7.2% | +4.7% | +10.9% |
| 6M | +29.8% | +40.0% | -10.2% | +24.7% |
| YTD | +22.8% | +22.4% | +0.4% | +18.6% |
| 1Y | +25.0% | +22.5% | +2.5% | +20.5% |
| All | +25.0% | +23.1% | +1.8% | +20.5% |
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 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