+122.7%
CRBG vs DBX
+27.0%
+95.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.1% |
| 7D | +0.6% | +2.1% | -1.5% | +0.1% |
| 30D | +2.6% | +5.7% | -3.1% | +1.1% |
| 3M | +24.0% | +31.8% | -7.8% | +15.4% |
| 6M | +50.5% | +37.5% | +13.1% | +37.4% |
| YTD | +17.1% | +27.9% | -10.8% | +9.0% |
| 1Y | +5.9% | +15.0% | -9.2% | +1.0% |
| 3Y | +122.7% | +27.2% | +95.5% | +88.3% |
| All | +122.7% | +27.0% | +95.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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