-53.4%
CPNG vs CRBG
+7.7%
-61.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.6% | +2.6% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -7.4% | +2.6% | -10.0% | -8.3% |
| 3M | -12.3% | +24.0% | -36.3% | -20.2% |
| 6M | -19.4% | +50.5% | -70.0% | -31.1% |
| YTD | -35.9% | +17.1% | -53.0% | -41.4% |
| 1Y | -53.4% | +5.9% | -59.3% | -57.3% |
| All | -53.4% | +7.7% | -61.1% | -57.3% |
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