+50.8%
CDE vs CRBG
+3.6%
+47.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +0.5% | +5.7% | -5.2% | -1.2% |
| 30D | +21.9% | +2.6% | +19.2% | +20.5% |
| 3M | +14.9% | +31.6% | -16.7% | +6.0% |
| 6M | -10.5% | +32.8% | -43.3% | -17.9% |
| YTD | +19.3% | +16.5% | +2.8% | +15.2% |
| 1Y | +50.8% | +6.1% | +44.7% | +46.5% |
| All | +50.8% | +3.6% | +47.3% | +46.5% |
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