+115.6%
CRBG vs DD
+102.2%
+13.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +0.6% | -3.5% | +4.1% | +2.3% |
| 30D | +2.6% | -11.7% | +14.3% | +9.1% |
| 3M | +24.0% | -9.2% | +33.2% | +29.9% |
| 6M | +50.5% | -7.2% | +57.7% | +55.1% |
| YTD | +17.1% | +6.6% | +10.5% | +12.4% |
| 1Y | +5.9% | +32.0% | -26.1% | -9.5% |
| 3Y | +122.7% | +42.1% | +80.6% | +76.8% |
| All | +115.6% | +102.2% | +13.4% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling