-14.3%
CPNG vs CRBG
+117.3%
-131.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.6% | +2.7% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -7.4% | +2.6% | -10.0% | -8.1% |
| 3M | -12.3% | +24.0% | -36.3% | -18.3% |
| 6M | -19.4% | +50.5% | -70.0% | -28.8% |
| YTD | -35.9% | +17.1% | -53.0% | -39.5% |
| 1Y | -53.4% | +5.9% | -59.3% | -55.0% |
| 3Y | -20.0% | +122.7% | -142.7% | -40.1% |
| All | -14.3% | +117.3% | -131.6% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling