+49.7%
CF vs CRBG
+114.2%
-64.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.3% |
| 7D | -2.0% | -1.6% | -0.3% | -1.8% |
| 30D | +15.3% | +2.4% | +12.9% | +14.9% |
| 3M | +24.3% | +26.8% | -2.5% | +21.0% |
| 6M | +23.9% | +41.5% | -17.6% | +18.3% |
| YTD | +77.3% | +15.5% | +61.8% | +75.4% |
| 1Y | +58.7% | +6.6% | +52.1% | +59.1% |
| 3Y | +72.8% | +121.6% | -48.8% | +36.9% |
| All | +49.7% | +114.2% | -64.5% | +15.6% |
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