+18.6%
CP vs CRBG
+7.7%
+10.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | -3.7% | +2.6% | -6.4% | -4.2% |
| 3M | +0.1% | +24.0% | -23.9% | -3.7% |
| 6M | +7.8% | +50.5% | -42.7% | -0.5% |
| YTD | +21.7% | +17.1% | +4.6% | +18.3% |
| 1Y | +18.6% | +5.9% | +12.7% | +14.3% |
| All | +18.6% | +7.7% | +10.9% | +14.3% |
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