+115.6%
CRBG vs CRL
+37.8%
+77.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | +0.6% | -3.5% | +4.1% | +1.5% |
| 30D | +2.6% | -2.1% | +4.8% | +3.1% |
| 3M | +24.0% | +48.0% | -24.0% | +11.0% |
| 6M | +50.5% | +64.7% | -14.2% | +29.8% |
| YTD | +17.1% | +39.5% | -22.4% | +5.4% |
| 1Y | +5.9% | +74.2% | -68.3% | -10.7% |
| 3Y | +122.7% | +39.4% | +83.4% | +88.9% |
| All | +115.6% | +37.8% | +77.9% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling