-51.2%
ZTS vs CRBG
+117.3%
-168.5%
-63.0%
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% | -0.2% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -0.8% | +2.6% | -3.4% | -1.4% |
| 3M | -9.7% | +24.0% | -33.7% | -14.3% |
| 6M | -38.4% | +50.5% | -88.9% | -44.0% |
| YTD | -41.1% | +17.1% | -58.2% | -43.7% |
| 1Y | -50.6% | +5.9% | -56.5% | -51.9% |
| 3Y | -59.1% | +122.7% | -181.9% | -68.8% |
| All | -51.2% | +117.3% | -168.5% | -60.9% |
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