+29.1%
CRBG vs DKS
-30.6%
+59.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.6% |
| 7D | +6.6% | +6.3% | +0.3% | +5.6% |
| 30D | +7.1% | +9.3% | -2.2% | +5.5% |
| 3M | +6.7% | -25.3% | +32.0% | +11.9% |
| 6M | +39.7% | -29.2% | +68.8% | +47.3% |
| YTD | +23.7% | -22.7% | +46.4% | +26.5% |
| 1Y | +29.1% | -30.1% | +59.2% | +35.5% |
| All | +29.1% | -30.6% | +59.7% | +35.5% |
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