-19.0%
BKNG vs CRBG
+24.2%
-43.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.6% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | -0.7% | +5.3% | -6.0% | -2.9% |
| 3M | -25.0% | +4.9% | -29.9% | -26.6% |
| 6M | -3.5% | +33.6% | -37.1% | -14.6% |
| YTD | -25.1% | +22.2% | -47.3% | -30.9% |
| 1Y | -19.0% | +23.2% | -42.1% | -25.3% |
| All | -19.0% | +24.2% | -43.1% | -25.3% |
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