+10.1%
XYZ vs CRBG
+4.4%
+5.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.6% |
| 7D | -1.7% | +6.5% | -8.2% | -4.6% |
| 30D | -1.5% | +10.0% | -11.5% | -6.0% |
| 3M | +19.4% | +35.1% | -15.6% | +3.2% |
| 6M | +32.5% | +41.1% | -8.6% | +11.1% |
| YTD | +28.1% | +17.4% | +10.7% | +18.2% |
| All | +10.1% | +4.4% | +5.7% | +5.2% |
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