+122.7%
CRBG vs DOC
+22.3%
+100.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +0.6% | -1.7% | +2.3% | +1.0% |
| 30D | +2.6% | -1.3% | +3.9% | +2.9% |
| 3M | +24.0% | +0.5% | +23.5% | +23.7% |
| 6M | +50.5% | +22.7% | +27.8% | +42.0% |
| YTD | +17.1% | +31.9% | -14.7% | +7.9% |
| 1Y | +5.9% | +19.6% | -13.8% | +0.3% |
| 3Y | +122.7% | +24.1% | +98.6% | +114.9% |
| All | +122.7% | +22.3% | +100.5% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling