+111.3%
APA vs CRBG
+19.6%
+91.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.4% | -8.3% | -6.6% |
| 7D | -13.0% | +2.6% | -15.6% | -12.5% |
| 30D | +2.0% | +4.0% | -2.0% | +2.8% |
| 3M | +24.9% | +15.5% | +9.4% | +28.5% |
| 6M | +7.2% | +36.0% | -28.8% | +13.6% |
| YTD | +87.1% | +23.3% | +63.8% | +107.6% |
| All | +111.3% | +19.6% | +91.7% | +133.9% |
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 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