-28.1%
CCJ vs CRBG
+13.0%
-41.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.5% | +0.8% | -2.8% |
| 7D | -18.2% | -3.0% | -15.2% | -17.3% |
| 30D | -26.5% | -2.6% | -23.9% | -25.8% |
| 3M | -27.5% | +2.7% | -30.2% | -28.3% |
| 6M | -40.3% | +22.2% | -62.5% | -44.6% |
| YTD | -25.3% | +16.5% | -41.8% | -30.6% |
| 1Y | -28.1% | +16.9% | -45.0% | -33.8% |
| All | -28.1% | +13.0% | -41.1% | -33.8% |
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