+3.9%
CRBG vs AGI
+11.7%
-7.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | +4.9% | +4.4% | +0.5% | +4.6% |
| 30D | +0.2% | +10.0% | -9.7% | -0.5% |
| 3M | +25.5% | +1.7% | +23.7% | +24.3% |
| 6M | +35.7% | -26.8% | +62.5% | +35.6% |
| YTD | +14.0% | -5.3% | +19.4% | +13.0% |
| 1Y | +3.9% | +11.5% | -7.6% | +2.1% |
| All | +3.9% | +11.7% | -7.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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