+44.6%
CART vs CRBG
+115.9%
-71.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.7% | +2.8% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | +0.6% | +2.6% | -2.1% | -0.2% |
| 3M | +16.3% | +24.0% | -7.7% | +9.5% |
| 6M | +32.1% | +50.5% | -18.4% | +17.6% |
| YTD | +8.3% | +17.1% | -8.8% | +2.9% |
| 1Y | +6.1% | +5.9% | +0.2% | +3.3% |
| All | +44.6% | +115.9% | -71.3% | +25.1% |
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 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