+115.6%
CRBG vs ALM
+1,355.5%
-1,239.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +8.0% | +1.7% |
| 7D | +0.6% | -11.8% | +12.4% | +1.1% |
| 30D | +2.6% | +7.8% | -5.2% | +2.0% |
| 3M | +24.0% | -9.3% | +33.3% | +23.9% |
| 6M | +50.5% | -30.5% | +81.0% | +51.3% |
| YTD | +17.1% | +75.8% | -58.7% | +11.2% |
| 1Y | +5.9% | +241.2% | -235.3% | -3.7% |
| 3Y | +122.7% | +1,872.6% | -1,749.9% | +75.3% |
| All | +115.6% | +1,355.5% | -1,239.9% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling