-11.8%
CAG vs CRBG
+3.6%
-15.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -3.8% | +5.7% | -9.5% | -4.0% |
| 30D | +3.1% | +2.6% | +0.5% | +3.0% |
| 3M | +23.5% | +31.6% | -8.1% | +21.6% |
| 6M | -14.8% | +32.8% | -47.7% | -16.5% |
| YTD | -5.4% | +16.5% | -21.9% | -6.6% |
| 1Y | -11.8% | +6.1% | -17.9% | -13.3% |
| All | -11.8% | +3.6% | -15.4% | -13.3% |
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 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