+115.6%
CRBG vs DGX
+104.9%
+10.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +2.6% | -1.2% | +3.8% | +2.9% |
| 3M | +24.0% | +15.8% | +8.2% | +20.2% |
| 6M | +50.5% | +18.2% | +32.3% | +45.1% |
| YTD | +17.1% | +37.2% | -20.1% | +8.5% |
| 1Y | +5.9% | +30.4% | -24.5% | -0.8% |
| 3Y | +122.7% | +96.7% | +26.0% | +81.2% |
| All | +115.6% | +104.9% | +10.7% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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