+5.9%
CRBG vs AS
-23.7%
+29.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.7% |
| 7D | +0.6% | -4.9% | +5.5% | +2.0% |
| 30D | +2.6% | -15.0% | +17.7% | +7.5% |
| 3M | +24.0% | -21.2% | +45.1% | +32.5% |
| 6M | +50.5% | -16.0% | +66.5% | +56.5% |
| YTD | +17.1% | -24.8% | +42.0% | +25.7% |
| 1Y | +5.9% | -24.1% | +29.9% | +10.3% |
| All | +5.9% | -23.7% | +29.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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