+45.9%
BA vs CRBG
+117.3%
-71.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.3% | +2.2% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -9.0% | +2.6% | -11.6% | -9.9% |
| 3M | -5.0% | +24.0% | -29.0% | -12.3% |
| 6M | -1.7% | +50.5% | -52.2% | -15.6% |
| YTD | -3.1% | +17.1% | -20.2% | -9.7% |
| 1Y | -4.3% | +5.9% | -10.2% | -8.0% |
| 3Y | -0.3% | +122.7% | -123.0% | -27.4% |
| All | +45.9% | +117.3% | -71.4% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling