-10.6%
BA vs CRBG
+20.9%
-31.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.8% |
| 7D | +5.9% | +2.6% | +3.3% | +5.2% |
| 30D | -8.2% | +4.0% | -12.2% | -9.2% |
| 3M | -25.4% | +15.5% | -40.9% | -28.4% |
| 6M | -20.0% | +36.0% | -56.0% | -26.1% |
| YTD | -18.5% | +23.3% | -41.8% | -26.3% |
| 1Y | -10.6% | +19.9% | -30.5% | -18.9% |
| All | -10.6% | +20.9% | -31.6% | -18.9% |
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