-31.9%
ADSK vs CRBG
+3.6%
-35.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.5% | -8.1% |
| 7D | -16.4% | +5.7% | -22.1% | -17.5% |
| 30D | -9.2% | +2.6% | -11.8% | -9.7% |
| 3M | -6.7% | +31.6% | -38.3% | -12.4% |
| 6M | -15.5% | +32.8% | -48.3% | -21.5% |
| YTD | -26.4% | +16.5% | -42.8% | -29.2% |
| 1Y | -31.9% | +6.1% | -38.0% | -33.4% |
| All | -31.9% | +3.6% | -35.4% | -33.4% |
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