+74.2%
CF vs CRBG
+122.1%
-47.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | +11.5% | +2.6% | +8.8% | +11.4% |
| 3M | +25.5% | +24.0% | +1.5% | +24.7% |
| 6M | +11.8% | +50.5% | -38.7% | +9.6% |
| YTD | +74.6% | +17.1% | +57.4% | +76.5% |
| 1Y | +57.7% | +5.9% | +51.8% | +61.4% |
| 3Y | +74.2% | +122.7% | -48.5% | +47.1% |
| All | +74.2% | +122.1% | -47.9% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling