+92.1%
CAT vs CRBG
+4.4%
+87.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | 0.0% |
| 7D | -2.1% | +6.5% | -8.6% | -3.8% |
| 30D | -8.7% | +10.0% | -18.7% | -11.3% |
| 3M | -13.4% | +35.1% | -48.5% | -21.5% |
| 6M | +11.2% | +41.1% | -29.9% | -1.1% |
| YTD | +40.5% | +17.4% | +23.1% | +33.2% |
| All | +92.1% | +4.4% | +87.7% | +86.5% |
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 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