+58.4%
CARR vs CRBG
+117.3%
-58.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | -3.8% | +0.6% | -4.3% | -4.0% |
| 30D | -8.9% | +2.6% | -11.5% | -9.8% |
| 3M | -17.3% | +24.0% | -41.3% | -23.7% |
| 6M | -1.4% | +50.5% | -51.9% | -15.8% |
| YTD | +10.0% | +17.1% | -7.1% | +2.7% |
| 1Y | -6.4% | +5.9% | -12.2% | -9.4% |
| 3Y | +1.5% | +122.7% | -121.2% | -27.6% |
| All | +58.4% | +117.3% | -58.9% | +15.1% |
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