+17.9%
CRBG vs CAPR
+43.1%
-25.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.5% |
| 7D | -2.1% | +41.1% | -43.1% | -2.2% |
| 30D | -0.9% | +11.1% | -12.0% | -0.9% |
| 3M | +1.0% | +115.3% | -114.4% | +0.7% |
| 6M | +23.5% | -73.8% | +97.3% | +23.8% |
| YTD | +16.0% | -68.8% | +84.8% | +16.1% |
| 1Y | +17.9% | +43.3% | -25.4% | +16.0% |
| All | +17.9% | +43.1% | -25.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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