+67.8%
ZETA vs CRBG
+3.6%
+64.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.5% |
| 7D | +2.7% | +5.7% | -3.1% | -1.6% |
| 30D | +15.8% | +2.6% | +13.2% | +13.0% |
| 3M | +35.4% | +31.6% | +3.8% | +8.4% |
| 6M | +67.1% | +32.8% | +34.3% | +32.0% |
| YTD | +54.1% | +16.5% | +37.6% | +37.0% |
| 1Y | +67.8% | +6.1% | +61.7% | +62.1% |
| All | +67.8% | +3.6% | +64.3% | +62.1% |
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