+24.4%
CRBG vs BWA
+14.3%
+10.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | -0.3% | +1.7% | -2.0% | -0.6% |
| 30D | +4.5% | -14.6% | +19.1% | +6.9% |
| 3M | +9.0% | -26.2% | +35.2% | +13.7% |
| 6M | +39.3% | -18.4% | +57.7% | +42.2% |
| YTD | +22.9% | +14.7% | +8.2% | +11.4% |
| 1Y | +24.4% | +13.3% | +11.1% | +13.4% |
| All | +24.4% | +14.3% | +10.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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