-10.7%
CMG vs CRBG
+3.6%
-14.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.8% | +5.7% | -8.5% | -4.5% |
| 30D | +7.1% | +2.6% | +4.5% | +6.1% |
| 3M | +31.2% | +31.6% | -0.4% | +19.0% |
| 6M | +0.7% | +32.8% | -32.2% | -9.7% |
| YTD | -0.1% | +16.5% | -16.6% | -6.0% |
| 1Y | -10.7% | +6.1% | -16.8% | -15.4% |
| All | -10.7% | +3.6% | -14.3% | -15.4% |
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