-7.9%
CAVA vs CRBG
+3.6%
-11.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -9.2% | +5.7% | -14.9% | -11.5% |
| 30D | -8.2% | +2.6% | -10.8% | -9.3% |
| 3M | -15.3% | +31.6% | -46.9% | -25.6% |
| 6M | -23.6% | +32.8% | -56.4% | -33.6% |
| YTD | +3.5% | +16.5% | -12.9% | -4.7% |
| 1Y | -7.9% | +6.1% | -14.0% | -14.2% |
| All | -7.9% | +3.6% | -11.4% | -14.2% |
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