-43.8%
CPNG vs CRBG
+15.6%
-59.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +13.4% | -2.1% | +15.4% | +14.4% |
| 30D | +10.0% | -0.9% | +10.9% | +10.5% |
| 3M | -0.4% | +1.0% | -1.3% | -0.9% |
| 6M | -8.9% | +23.5% | -32.4% | -17.7% |
| YTD | -30.9% | +16.0% | -47.0% | -36.8% |
| 1Y | -43.8% | +17.9% | -61.7% | -49.0% |
| All | -43.8% | +15.6% | -59.4% | -49.0% |
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