-4.7%
CDW vs CRBG
+117.3%
-122.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.4% | +6.4% | +7.4% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | +13.1% | +2.6% | +10.4% | +12.1% |
| 3M | +19.7% | +24.0% | -4.3% | +10.9% |
| 6M | +30.7% | +50.5% | -19.8% | +12.7% |
| YTD | +14.7% | +17.1% | -2.4% | +7.6% |
| 1Y | -5.3% | +5.9% | -11.2% | -8.3% |
| 3Y | -23.8% | +122.7% | -146.6% | -41.6% |
| All | -4.7% | +117.3% | -122.0% | -26.0% |
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