-10.0%
CEG vs CRBG
+7.7%
-17.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.7% |
| 7D | -4.8% | +0.6% | -5.3% | -4.9% |
| 30D | +2.3% | +2.6% | -0.3% | +1.7% |
| 3M | +15.6% | +24.0% | -8.4% | +9.7% |
| 6M | -5.0% | +50.5% | -55.5% | -13.6% |
| YTD | -19.0% | +17.1% | -36.2% | -21.6% |
| 1Y | -10.0% | +5.9% | -15.8% | -8.2% |
| All | -10.0% | +7.7% | -17.7% | -8.2% |
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