+43.2%
BAX vs CRBG
+13.0%
+30.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -1.3% |
| 7D | +9.1% | -3.0% | +12.1% | +10.3% |
| 30D | +5.3% | -2.6% | +7.9% | +6.3% |
| 3M | -6.1% | +2.7% | -8.8% | -7.1% |
| 6M | +53.3% | +22.2% | +31.1% | +41.7% |
| YTD | +34.4% | +16.5% | +17.9% | +26.8% |
| 1Y | +43.2% | +16.9% | +26.2% | +34.5% |
| All | +43.2% | +13.0% | +30.2% | +34.5% |
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