-1.3%
CMI vs CRBG
+15.6%
-16.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -10.0% | -2.1% | -7.9% | -9.4% |
| 30D | -13.0% | -0.9% | -12.1% | -12.7% |
| 3M | -29.9% | +1.0% | -30.8% | -30.2% |
| 6M | -36.7% | +23.5% | -60.1% | -41.4% |
| YTD | -10.9% | +16.0% | -26.9% | -14.0% |
| 1Y | -1.3% | +17.9% | -19.2% | -4.9% |
| All | -1.3% | +15.6% | -16.9% | -4.9% |
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