+122.7%
CRBG vs BAH
-27.9%
+150.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +0.6% | +4.3% | -3.7% | 0.0% |
| 30D | +2.6% | -2.5% | +5.1% | +2.9% |
| 3M | +24.0% | -0.9% | +24.9% | +23.7% |
| 6M | +50.5% | +1.5% | +49.0% | +49.2% |
| YTD | +17.1% | -8.0% | +25.1% | +17.3% |
| 1Y | +5.9% | -24.7% | +30.6% | +8.0% |
| 3Y | +122.7% | -28.4% | +151.1% | +116.6% |
| All | +122.7% | -27.9% | +150.6% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling