+25.7%
CP vs CRBG
+117.3%
-91.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | -3.7% | +2.6% | -6.4% | -4.4% |
| 3M | +0.1% | +24.0% | -23.9% | -5.2% |
| 6M | +7.8% | +50.5% | -42.7% | -3.1% |
| YTD | +21.7% | +17.1% | +4.6% | +16.1% |
| 1Y | +18.6% | +5.9% | +12.7% | +15.8% |
| 3Y | +17.5% | +122.7% | -105.2% | -7.2% |
| All | +25.7% | +117.3% | -91.6% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling