+115.6%
CRBG vs BR
+10.3%
+105.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.6% | -3.0% | +3.6% | +1.8% |
| 30D | +2.6% | -0.3% | +2.9% | +2.6% |
| 3M | +24.0% | +17.3% | +6.7% | +15.3% |
| 6M | +50.5% | -6.7% | +57.2% | +54.6% |
| YTD | +17.1% | -23.4% | +40.6% | +32.3% |
| 1Y | +5.9% | -32.7% | +38.5% | +27.9% |
| 3Y | +122.7% | -5.9% | +128.6% | +125.7% |
| All | +115.6% | +10.3% | +105.3% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling