+49.6%
BN vs CRBG
+118.1%
-68.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -6.5% | +1.0% | -7.5% | -7.0% |
| 30D | -14.1% | +1.0% | -15.0% | -14.6% |
| 3M | -16.5% | +22.1% | -38.7% | -25.4% |
| 6M | -1.5% | +51.0% | -52.5% | -21.9% |
| YTD | -17.6% | +17.6% | -35.2% | -25.5% |
| 1Y | -16.2% | +8.0% | -24.2% | -21.1% |
| 3Y | +59.4% | +118.0% | -58.6% | +2.5% |
| All | +49.6% | +118.1% | -68.5% | -4.2% |
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 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