+22.1%
XYZ vs CRBG
+117.3%
-95.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.7% |
| 7D | -4.3% | +0.6% | -4.9% | -4.6% |
| 30D | +1.2% | +2.6% | -1.4% | -0.4% |
| 3M | +14.6% | +24.0% | -9.3% | -0.4% |
| 6M | +22.6% | +50.5% | -28.0% | -6.5% |
| YTD | +21.7% | +17.1% | +4.6% | +8.1% |
| 1Y | +6.7% | +5.9% | +0.8% | +1.2% |
| 3Y | +46.8% | +122.7% | -75.9% | -21.4% |
| All | +22.1% | +117.3% | -95.2% | -29.6% |
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