+6.1%
CRBG vs ACI
-32.3%
+38.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +5.7% | +0.2% | +5.5% | +5.7% |
| 30D | +2.6% | +5.9% | -3.3% | +2.2% |
| 3M | +31.6% | -19.8% | +51.4% | +33.2% |
| 6M | +32.8% | -24.7% | +57.6% | +34.8% |
| YTD | +16.5% | -24.4% | +40.8% | +17.4% |
| 1Y | +6.1% | -31.5% | +37.6% | +7.1% |
| All | +6.1% | -32.3% | +38.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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