+115.6%
CRBG vs AGI
+422.9%
-307.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +0.6% | -2.7% | +3.3% | +0.8% |
| 30D | +2.6% | +7.2% | -4.6% | +2.1% |
| 3M | +24.0% | +4.3% | +19.7% | +23.2% |
| 6M | +50.5% | -27.1% | +77.6% | +52.3% |
| YTD | +17.1% | -6.6% | +23.7% | +16.4% |
| 1Y | +5.9% | +9.5% | -3.6% | +3.9% |
| 3Y | +122.7% | +208.4% | -85.7% | +97.9% |
| All | +115.6% | +422.9% | -307.3% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling