+34.6%
CP vs CRBG
+20.9%
+13.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | +5.6% | +2.6% | +3.0% | +5.1% |
| 30D | +10.0% | +4.0% | +6.0% | +9.3% |
| 3M | +4.4% | +15.5% | -11.1% | +1.7% |
| 6M | +14.1% | +36.0% | -21.9% | +7.3% |
| YTD | +29.1% | +23.3% | +5.7% | +24.8% |
| 1Y | +34.6% | +19.9% | +14.6% | +31.5% |
| All | +34.6% | +20.9% | +13.6% | +31.5% |
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