+2.3%
AR vs CRBG
+117.3%
-115.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.3% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | +2.5% | +2.6% | -0.1% | +1.6% |
| 3M | +12.3% | +24.0% | -11.7% | +4.0% |
| 6M | -3.1% | +50.5% | -53.6% | -17.5% |
| YTD | +11.5% | +17.1% | -5.6% | +4.0% |
| 1Y | +17.0% | +5.9% | +11.1% | +13.5% |
| 3Y | +47.3% | +122.7% | -75.4% | -4.7% |
| All | +2.3% | +117.3% | -115.0% | -32.1% |
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