+115.6%
CRBG vs GAP
+184.2%
-68.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +0.9% |
| 7D | +0.6% | -4.1% | +4.7% | +1.4% |
| 30D | +2.6% | +6.2% | -3.6% | +1.2% |
| 3M | +24.0% | -0.7% | +24.7% | +23.6% |
| 6M | +50.5% | -7.1% | +57.6% | +51.1% |
| YTD | +17.1% | -14.1% | +31.2% | +19.3% |
| 1Y | +5.9% | -8.5% | +14.4% | +6.3% |
| 3Y | +122.7% | +115.4% | +7.4% | +80.6% |
| All | +115.6% | +184.2% | -68.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling