+204.8%
B vs CRBG
+118.1%
+86.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -2.9% |
| 7D | -5.2% | +1.0% | -6.1% | -5.3% |
| 30D | +2.4% | +1.0% | +1.4% | +2.2% |
| 3M | +6.0% | +22.1% | -16.2% | +2.9% |
| 6M | +1.0% | +51.0% | -50.0% | -4.8% |
| YTD | -1.0% | +17.6% | -18.5% | -3.7% |
| 1Y | +49.2% | +8.0% | +41.3% | +46.3% |
| 3Y | +177.7% | +118.0% | +59.7% | +146.2% |
| All | +204.8% | +118.1% | +86.7% | +196.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling