+10.1%
CRBG vs CAI
-9.9%
+20.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | +2.6% | +9.3% | -6.7% | +1.4% |
| 3M | +24.0% | +35.2% | -11.2% | +18.9% |
| 6M | +50.5% | +30.7% | +19.8% | +43.3% |
| YTD | +17.1% | -9.8% | +26.9% | +13.9% |
| 1Y | +5.9% | -28.9% | +34.7% | +4.0% |
| All | +10.1% | -9.9% | +20.0% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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