+16.7%
BTDR vs CRBG
+117.3%
-100.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.0% |
| 7D | -3.4% | +0.6% | -4.0% | -3.8% |
| 30D | +32.6% | +2.6% | +30.0% | +30.4% |
| 3M | -32.2% | +24.0% | -56.2% | -40.7% |
| 6M | +52.4% | +50.5% | +1.8% | +19.7% |
| YTD | +6.7% | +17.1% | -10.4% | -3.9% |
| 1Y | -15.2% | +5.9% | -21.1% | -20.0% |
| 3Y | +14.9% | +122.7% | -107.8% | +5.6% |
| All | +16.7% | +117.3% | -100.6% | +6.5% |
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