+6.9%
CRBG vs DOC
+26.2%
-19.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +6.5% | -0.9% | +7.4% | +6.6% |
| 30D | +10.0% | -2.2% | +12.2% | +10.3% |
| 3M | +35.1% | +11.9% | +23.2% | +32.7% |
| 6M | +41.1% | +24.1% | +17.0% | +37.3% |
| YTD | +17.4% | +36.6% | -19.2% | +11.0% |
| All | +6.9% | +26.2% | -19.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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