+43.0%
CG vs CRBG
+122.1%
-79.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.7% |
| 7D | -9.9% | +0.6% | -10.4% | -10.3% |
| 30D | -11.7% | +2.6% | -14.3% | -13.3% |
| 3M | -4.3% | +24.0% | -28.3% | -18.1% |
| 6M | -8.8% | +50.5% | -59.3% | -32.4% |
| YTD | -26.9% | +17.1% | -44.0% | -35.2% |
| 1Y | -35.4% | +5.9% | -41.3% | -38.9% |
| 3Y | +43.0% | +122.7% | -79.7% | -5.1% |
| All | +43.0% | +122.1% | -79.1% | -5.1% |
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