+10.4%
CL vs CRBG
+4.4%
+6.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.4% |
| 7D | -1.0% | +6.5% | -7.5% | -1.6% |
| 30D | -2.6% | +10.0% | -12.6% | -3.6% |
| 3M | +6.8% | +35.1% | -28.3% | +3.7% |
| 6M | -4.5% | +41.1% | -45.7% | -7.6% |
| YTD | +16.1% | +17.4% | -1.3% | +12.5% |
| All | +10.4% | +4.4% | +6.0% | +7.9% |
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