+115.6%
CRBG vs BB
+29.6%
+86.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | +2.6% | -12.5% | +15.2% | +4.3% |
| 3M | +24.0% | -17.4% | +41.4% | +25.6% |
| 6M | +50.5% | +119.1% | -68.6% | +29.7% |
| YTD | +17.1% | +102.4% | -85.2% | +2.2% |
| 1Y | +5.9% | +98.2% | -92.3% | -7.9% |
| 3Y | +122.7% | +46.9% | +75.8% | +94.0% |
| All | +115.6% | +29.6% | +86.1% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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