+122.7%
CRBG vs BBWI
-45.3%
+168.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | +0.1% |
| 7D | +0.6% | -4.8% | +5.4% | +1.6% |
| 30D | +2.6% | +3.5% | -0.8% | +1.6% |
| 3M | +24.0% | -0.3% | +24.3% | +23.0% |
| 6M | +50.5% | -5.4% | +55.9% | +49.6% |
| YTD | +17.1% | -4.7% | +21.9% | +16.2% |
| 1Y | +5.9% | -30.5% | +36.4% | +12.1% |
| 3Y | +122.7% | -44.3% | +167.1% | +139.6% |
| All | +122.7% | -45.3% | +168.0% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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