+28.5%
BROS vs CRBG
+117.3%
-88.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.4% |
| 7D | -5.8% | +0.6% | -6.3% | -6.0% |
| 30D | -14.0% | +2.6% | -16.6% | -15.0% |
| 3M | -32.5% | +24.0% | -56.5% | -39.0% |
| 6M | -14.9% | +50.5% | -65.4% | -29.9% |
| YTD | -28.3% | +17.1% | -45.4% | -34.0% |
| 1Y | -34.0% | +5.9% | -39.9% | -36.7% |
| 3Y | +63.0% | +122.7% | -59.8% | +8.4% |
| All | +28.5% | +117.3% | -88.8% | -8.9% |
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