+5.9%
CRBG vs A
+18.0%
-12.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +0.9% |
| 7D | +0.6% | -2.6% | +3.2% | +1.1% |
| 30D | +2.6% | -0.9% | +3.5% | +2.7% |
| 3M | +24.0% | +13.6% | +10.4% | +20.4% |
| 6M | +50.5% | +27.8% | +22.7% | +39.5% |
| YTD | +17.1% | +8.6% | +8.5% | +14.5% |
| 1Y | +5.9% | +16.9% | -11.0% | +6.3% |
| All | +5.9% | +18.0% | -12.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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