+4.3%
AUR vs CRBG
+15.6%
-11.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.9% | +9.7% |
| 7D | +1.1% | -2.1% | +3.2% | +2.1% |
| 30D | -22.9% | -0.9% | -22.0% | -22.7% |
| 3M | -35.0% | +1.0% | -35.9% | -35.5% |
| 6M | -39.3% | +23.5% | -62.8% | -46.8% |
| YTD | +14.8% | +16.0% | -1.2% | +5.9% |
| 1Y | +4.3% | +17.9% | -13.6% | -6.2% |
| All | +4.3% | +15.6% | -11.4% | -6.2% |
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