+122.7%
CRBG vs DAR
+5.7%
+117.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +2.6% | +2.6% | 0.0% | +2.1% |
| 3M | +24.0% | +14.2% | +9.8% | +20.9% |
| 6M | +50.5% | +17.2% | +33.3% | +45.7% |
| YTD | +17.1% | +80.9% | -63.7% | +4.4% |
| 1Y | +5.9% | +104.0% | -98.1% | -8.3% |
| 3Y | +122.7% | +3.6% | +119.1% | +122.3% |
| All | +122.7% | +5.7% | +117.0% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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