+187.9%
CFG vs CRBG
+122.1%
+65.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -4.6% | +2.6% | -7.3% | -6.1% |
| 3M | +6.7% | +24.0% | -17.3% | -5.7% |
| 6M | +22.1% | +50.5% | -28.4% | -4.1% |
| YTD | +23.2% | +17.1% | +6.0% | +11.3% |
| 1Y | +40.3% | +5.9% | +34.4% | +34.0% |
| 3Y | +187.9% | +122.7% | +65.1% | +85.0% |
| All | +187.9% | +122.1% | +65.8% | +85.0% |
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