+25.5%
CF vs CRBG
+39.3%
-13.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.9% |
| 7D | -0.8% | +0.8% | -1.7% | -0.4% |
| 30D | +14.3% | -1.9% | +16.2% | +13.4% |
| 3M | +27.9% | +23.6% | +4.2% | +44.6% |
| 6M | +25.5% | +36.5% | -11.0% | +57.3% |
| All | +25.5% | +39.3% | -13.8% | +57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling