+89.5%
BTI vs CRBG
+117.3%
-27.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -1.1% | +2.6% | -3.7% | -1.3% |
| 3M | -8.8% | +24.0% | -32.8% | -10.8% |
| 6M | -4.0% | +50.5% | -54.5% | -8.0% |
| YTD | +0.4% | +17.1% | -16.8% | -1.7% |
| 1Y | +1.9% | +5.9% | -4.0% | +0.8% |
| 3Y | +108.5% | +122.7% | -14.2% | +79.0% |
| All | +89.5% | +117.3% | -27.8% | +61.0% |
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