+115.6%
CRBG vs BG
+50.7%
+64.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.8% |
| 7D | +0.6% | +3.1% | -2.5% | -0.1% |
| 30D | +2.6% | +10.2% | -7.6% | +0.2% |
| 3M | +24.0% | -1.7% | +25.7% | +24.0% |
| 6M | +50.5% | +1.0% | +49.5% | +48.8% |
| YTD | +17.1% | +39.9% | -22.8% | +5.1% |
| 1Y | +5.9% | +53.2% | -47.3% | -8.3% |
| 3Y | +122.7% | +16.3% | +106.5% | +110.8% |
| All | +115.6% | +50.7% | +64.9% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling