+5.9%
CRBG vs DKS
-38.6%
+44.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +1.0% |
| 7D | +0.6% | -2.0% | +2.6% | +0.9% |
| 30D | +2.6% | -32.7% | +35.4% | +9.2% |
| 3M | +24.0% | -38.8% | +62.8% | +34.7% |
| 6M | +50.5% | -29.4% | +79.9% | +56.1% |
| YTD | +17.1% | -30.3% | +47.4% | +22.3% |
| 1Y | +5.9% | -39.6% | +45.5% | +13.1% |
| All | +5.9% | -38.6% | +44.5% | +13.1% |
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