+6.1%
CRBG vs BG
+44.3%
-38.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.9% |
| 7D | +5.7% | +2.8% | +2.9% | +5.9% |
| 30D | +2.6% | +12.0% | -9.4% | +3.3% |
| 3M | +31.6% | -7.7% | +39.3% | +30.2% |
| 6M | +32.8% | +4.5% | +28.3% | +32.0% |
| YTD | +16.5% | +35.7% | -19.2% | +16.1% |
| All | +6.1% | +44.3% | -38.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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