+41.9%
BA vs CRBG
+114.2%
-72.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.2% |
| 7D | -2.7% | -1.6% | -1.1% | -2.1% |
| 30D | -12.2% | +2.4% | -14.6% | -13.0% |
| 3M | -2.0% | +26.8% | -28.8% | -10.2% |
| 6M | -6.0% | +41.5% | -47.5% | -17.5% |
| YTD | -5.7% | +15.5% | -21.2% | -11.7% |
| 1Y | -10.0% | +6.6% | -16.5% | -13.7% |
| 3Y | -3.1% | +121.6% | -124.7% | -29.3% |
| All | +41.9% | +114.2% | -72.3% | +3.2% |
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 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