-1.9%
XLY vs CRBG
+5.5%
-7.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -2.0% | +5.7% | -7.7% | -3.3% |
| 30D | -3.1% | +2.6% | -5.8% | -3.8% |
| 3M | -1.8% | +31.6% | -33.4% | -8.6% |
| 6M | -0.9% | +32.8% | -33.7% | -8.7% |
| YTD | -3.4% | +16.5% | -19.8% | -8.5% |
| All | -1.9% | +5.5% | -7.4% | -7.2% |
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 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