+6.1%
CRBG vs DKS
-36.0%
+42.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +5.7% | +3.0% | +2.7% | +5.2% |
| 30D | +2.6% | -30.5% | +33.2% | +8.6% |
| 3M | +31.6% | -35.7% | +67.3% | +41.4% |
| 6M | +32.8% | -29.7% | +62.5% | +38.3% |
| YTD | +16.5% | -28.9% | +45.3% | +21.2% |
| All | +6.1% | -36.0% | +42.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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