+122.7%
CRBG vs CPB
-43.0%
+165.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +0.6% | -1.8% | +2.4% | +0.6% |
| 30D | +2.6% | -7.1% | +9.7% | +2.7% |
| 3M | +24.0% | -6.0% | +30.0% | +24.1% |
| 6M | +50.5% | -5.3% | +55.8% | +50.6% |
| YTD | +17.1% | -20.8% | +38.0% | +17.8% |
| 1Y | +5.9% | -33.8% | +39.7% | +7.0% |
| 3Y | +122.7% | -43.7% | +166.5% | +121.9% |
| All | +122.7% | -43.0% | +165.7% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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