-14.9%
BROS vs CRBG
+44.8%
-59.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.6% |
| 7D | -5.8% | +0.6% | -6.3% | -5.9% |
| 30D | -14.0% | +2.6% | -16.6% | -14.9% |
| 3M | -32.5% | +24.0% | -56.5% | -38.1% |
| 6M | -14.9% | +50.5% | -65.4% | -29.6% |
| All | -14.9% | +44.8% | -59.7% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling