+18.9%
COMP vs CRBG
+3.6%
+15.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +1.4% | +5.7% | -4.3% | -2.0% |
| 30D | -13.3% | +2.6% | -15.9% | -14.8% |
| 3M | +41.1% | +31.6% | +9.5% | +20.3% |
| 6M | +17.2% | +32.8% | -15.7% | -1.9% |
| YTD | +5.2% | +16.5% | -11.3% | -6.8% |
| 1Y | +18.9% | +6.1% | +12.8% | +3.5% |
| All | +18.9% | +3.6% | +15.4% | +3.5% |
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