+115.6%
CRBG vs CAPR
+43.6%
+72.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +0.6% | -11.0% | +11.5% | +0.7% |
| 30D | +2.6% | +99.8% | -97.1% | +1.8% |
| 3M | +24.0% | -66.6% | +90.6% | +24.5% |
| 6M | +50.5% | -75.1% | +125.6% | +51.5% |
| YTD | +17.1% | -71.0% | +88.1% | +17.6% |
| 1Y | +5.9% | +30.0% | -24.1% | +1.6% |
| 3Y | +122.7% | +29.0% | +93.8% | +101.6% |
| All | +115.6% | +43.6% | +72.0% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling