+57.7%
CF vs CRBG
+7.7%
+50.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.3% |
| 7D | -0.2% | +0.6% | -0.8% | -0.1% |
| 30D | +11.5% | +2.6% | +8.8% | +12.1% |
| 3M | +25.5% | +24.0% | +1.5% | +31.2% |
| 6M | +11.8% | +50.5% | -38.7% | +21.3% |
| YTD | +74.6% | +17.1% | +57.4% | +94.9% |
| 1Y | +57.7% | +5.9% | +51.8% | +76.7% |
| All | +57.7% | +7.7% | +50.0% | +76.7% |
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