+6.1%
CRBG vs ACGL
+4.8%
+1.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | +5.7% | -0.7% | +6.5% | +5.9% |
| 30D | +2.6% | -1.0% | +3.6% | +2.9% |
| 3M | +31.6% | +11.0% | +20.5% | +26.8% |
| 6M | +32.8% | -0.3% | +33.2% | +32.0% |
| YTD | +16.5% | +2.3% | +14.2% | +13.4% |
| 1Y | +6.1% | +6.4% | -0.3% | +0.6% |
| All | +6.1% | +4.8% | +1.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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