+38.6%
XLV vs CRBG
+117.3%
-78.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -3.6% | +0.6% | -4.1% | -3.6% |
| 30D | -1.8% | +2.6% | -4.5% | -2.3% |
| 3M | +7.8% | +24.0% | -16.2% | +4.2% |
| 6M | +9.1% | +50.5% | -41.4% | +2.2% |
| YTD | +7.7% | +17.1% | -9.4% | +4.5% |
| 1Y | +20.4% | +5.9% | +14.5% | +18.5% |
| 3Y | +30.8% | +122.7% | -92.0% | +11.5% |
| All | +38.6% | +117.3% | -78.6% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling