+109.8%
BTSG vs CRBG
+7.7%
+102.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.1% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -1.6% | +2.6% | -4.2% | -2.4% |
| 3M | -6.9% | +24.0% | -30.9% | -12.0% |
| 6M | +42.1% | +50.5% | -8.4% | +25.8% |
| YTD | +56.8% | +17.1% | +39.7% | +48.9% |
| 1Y | +109.8% | +5.9% | +103.9% | +95.8% |
| All | +109.8% | +7.7% | +102.1% | +95.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling