+59.4%
ZETA vs CRBG
+19.6%
+39.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.6% |
| 7D | -5.0% | +2.6% | -7.6% | -6.7% |
| 30D | -3.3% | +4.0% | -7.4% | -6.3% |
| 3M | +31.0% | +15.5% | +15.5% | +16.0% |
| 6M | +72.2% | +36.0% | +36.2% | +32.2% |
| YTD | +56.2% | +23.3% | +32.8% | +33.2% |
| All | +59.4% | +19.6% | +39.8% | +34.3% |
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