+115.6%
CRBG vs A
+14.5%
+101.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +0.5% |
| 7D | +0.6% | -2.6% | +3.2% | +1.5% |
| 30D | +2.6% | -0.9% | +3.5% | +2.8% |
| 3M | +24.0% | +13.6% | +10.4% | +17.6% |
| 6M | +50.5% | +27.8% | +22.7% | +34.7% |
| YTD | +17.1% | +8.6% | +8.5% | +12.1% |
| 1Y | +5.9% | +16.9% | -11.0% | -2.0% |
| 3Y | +122.7% | +32.9% | +89.8% | +85.1% |
| All | +115.6% | +14.5% | +101.1% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling