+115.6%
CRBG vs DRI
+85.9%
+29.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +0.6% | -3.2% | +3.8% | +1.8% |
| 30D | +2.6% | -7.8% | +10.4% | +5.6% |
| 3M | +24.0% | +0.4% | +23.6% | +23.3% |
| 6M | +50.5% | +4.8% | +45.7% | +46.9% |
| YTD | +17.1% | +16.7% | +0.4% | +9.1% |
| 1Y | +5.9% | +1.5% | +4.4% | +3.8% |
| 3Y | +122.7% | +56.3% | +66.5% | +82.9% |
| All | +115.6% | +85.9% | +29.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling