+122.7%
CRBG vs BRO
-7.6%
+130.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.6% | -7.3% | +7.9% | +2.9% |
| 30D | +2.6% | -6.9% | +9.5% | +4.8% |
| 3M | +24.0% | +10.7% | +13.3% | +18.9% |
| 6M | +50.5% | -2.7% | +53.2% | +50.7% |
| YTD | +17.1% | -16.3% | +33.5% | +24.0% |
| 1Y | +5.9% | -29.1% | +35.0% | +19.6% |
| 3Y | +122.7% | -7.8% | +130.6% | +144.9% |
| All | +122.7% | -7.6% | +130.4% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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