+24.5%
BX vs CRBG
+122.1%
-97.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +1.6% |
| 7D | -5.6% | +0.6% | -6.2% | -6.0% |
| 30D | -12.2% | +2.6% | -14.9% | -13.7% |
| 3M | +7.4% | +24.0% | -16.6% | -6.4% |
| 6M | +22.2% | +50.5% | -28.3% | -6.0% |
| YTD | -14.0% | +17.1% | -31.1% | -22.8% |
| 1Y | -27.3% | +5.9% | -33.2% | -31.0% |
| 3Y | +24.5% | +122.7% | -98.2% | -18.3% |
| All | +24.5% | +122.1% | -97.6% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling