-44.8%
CHTR vs CRBG
+7.7%
-52.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | -3.0% | +2.6% | -5.6% | -3.8% |
| 3M | +4.8% | +24.0% | -19.2% | -2.4% |
| 6M | -35.0% | +50.5% | -85.5% | -43.1% |
| YTD | -30.2% | +17.1% | -47.3% | -32.8% |
| 1Y | -44.8% | +5.9% | -50.6% | -45.5% |
| All | -44.8% | +7.7% | -52.5% | -45.5% |
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