+38.4%
CART vs CRBG
+110.6%
-72.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -9.5% | +0.8% | -10.3% | -9.7% |
| 30D | -7.8% | -1.9% | -5.8% | -7.3% |
| 3M | +10.4% | +23.6% | -13.2% | +4.0% |
| 6M | +20.1% | +36.5% | -16.5% | +9.7% |
| YTD | +3.7% | +14.3% | -10.6% | -0.8% |
| 1Y | +2.6% | +4.8% | -2.2% | +0.1% |
| All | +38.4% | +110.6% | -72.2% | +20.5% |
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