+3.9%
CRBG vs BR
-30.9%
+34.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.7% |
| 7D | +4.9% | -5.9% | +10.9% | +5.8% |
| 30D | +0.2% | +1.9% | -1.7% | -0.1% |
| 3M | +25.5% | +14.7% | +10.8% | +22.5% |
| 6M | +35.7% | -12.8% | +48.5% | +39.6% |
| YTD | +14.0% | -23.0% | +37.1% | +27.3% |
| 1Y | +3.9% | -31.7% | +35.6% | +26.1% |
| All | +3.9% | -30.9% | +34.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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