-61.4%
CHTR vs CRBG
+117.3%
-178.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -3.0% | +2.6% | -5.6% | -3.8% |
| 3M | +4.8% | +24.0% | -19.2% | -2.7% |
| 6M | -35.0% | +50.5% | -85.5% | -43.7% |
| YTD | -30.2% | +17.1% | -47.3% | -34.2% |
| 1Y | -44.8% | +5.9% | -50.6% | -46.3% |
| 3Y | -66.6% | +122.7% | -189.3% | -75.8% |
| All | -61.4% | +117.3% | -178.7% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling