-37.3%
APP vs CRBG
+4.4%
-41.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -3.2% |
| 7D | +0.3% | +6.5% | -6.2% | -2.4% |
| 30D | -25.3% | +10.0% | -35.3% | -28.7% |
| 3M | -45.1% | +35.1% | -80.1% | -52.7% |
| 6M | -28.6% | +41.1% | -69.7% | -40.5% |
| YTD | -53.5% | +17.4% | -70.9% | -57.4% |
| All | -37.3% | +4.4% | -41.7% | -41.3% |
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