+115.6%
CRBG vs DTE
+16.6%
+99.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | +0.6% | -2.6% | +3.2% | +1.4% |
| 30D | +2.6% | -4.4% | +7.0% | +4.1% |
| 3M | +24.0% | -8.3% | +32.3% | +27.3% |
| 6M | +50.5% | -8.1% | +58.6% | +54.1% |
| YTD | +17.1% | +4.4% | +12.7% | +14.1% |
| 1Y | +5.9% | +0.2% | +5.7% | +4.8% |
| 3Y | +122.7% | +42.6% | +80.1% | +94.3% |
| All | +115.6% | +16.6% | +99.1% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 all: compounded portfolio wealth divided by compounded DTE 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…
all analysis · Full analysis span regression · 6 months rolling