-42.4%
CHTR vs CRBG
+24.1%
-66.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.3% | -2.6% | +1.0% |
| 7D | +4.9% | +2.4% | +2.5% | +3.8% |
| 30D | +17.2% | +5.3% | +12.0% | +14.9% |
| 3M | -20.6% | +7.3% | -27.9% | -22.7% |
| 6M | -21.7% | +33.5% | -55.2% | -29.0% |
| YTD | -41.9% | +22.1% | -64.1% | -44.5% |
| All | -42.4% | +24.1% | -66.5% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling