-2.9%
ZS vs CRBG
+117.3%
-120.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -7.2% | +2.6% | -9.8% | -8.3% |
| 3M | +30.5% | +24.0% | +6.5% | +18.1% |
| 6M | +7.0% | +50.5% | -43.5% | -11.7% |
| YTD | -26.8% | +17.1% | -44.0% | -32.4% |
| 1Y | -42.6% | +5.9% | -48.5% | -44.9% |
| 3Y | -0.3% | +122.7% | -123.0% | -34.6% |
| All | -2.9% | +117.3% | -120.2% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling