+6.1%
CRBG vs DD
+41.5%
-35.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +5.7% | -3.5% | +9.2% | +7.3% |
| 30D | +2.6% | -10.3% | +12.9% | +7.4% |
| 3M | +31.6% | -7.5% | +39.1% | +35.8% |
| 6M | +32.8% | -8.0% | +40.8% | +36.4% |
| YTD | +16.5% | +10.5% | +6.0% | +13.4% |
| 1Y | +6.1% | +38.3% | -32.2% | -5.0% |
| All | +6.1% | +41.5% | -35.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling