+17.9%
CRBG vs ALM
+31.8%
-13.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.5% |
| 7D | -2.1% | -6.7% | +4.6% | -1.9% |
| 30D | -0.9% | -32.9% | +32.0% | -0.1% |
| 3M | +1.0% | -39.5% | +40.4% | +1.5% |
| 6M | +23.5% | -62.0% | +85.4% | +25.1% |
| YTD | +16.0% | -7.8% | +23.8% | +15.4% |
| 1Y | +17.9% | +26.7% | -8.8% | +14.5% |
| All | +17.9% | +31.8% | -13.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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