-0.1%
AGG vs CRBG
+15.6%
-15.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +0.2% | -2.1% | +2.3% | +0.2% |
| 30D | +2.4% | -0.9% | +3.3% | +2.4% |
| 3M | -0.2% | +1.0% | -1.2% | -0.3% |
| 6M | -1.0% | +23.5% | -24.4% | -1.5% |
| YTD | -0.4% | +16.0% | -16.4% | -1.2% |
| 1Y | -0.1% | +17.9% | -18.0% | -1.0% |
| All | -0.1% | +15.6% | -15.7% | -1.0% |
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