-55.6%
BAX vs CRBG
+117.3%
-172.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -7.9% | +0.6% | -8.4% | -8.0% |
| 30D | -11.7% | +2.6% | -14.3% | -12.3% |
| 3M | +16.2% | +24.0% | -7.8% | +9.5% |
| 6M | +32.0% | +50.5% | -18.5% | +17.8% |
| YTD | +24.7% | +17.1% | +7.6% | +18.5% |
| 1Y | -2.6% | +5.9% | -8.5% | -5.5% |
| 3Y | -35.0% | +122.7% | -157.7% | -48.8% |
| All | -55.6% | +117.3% | -172.9% | -64.7% |
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