+6.6%
CRBG vs GWRE
-45.4%
+51.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -1.6% | -30.9% | +29.3% | +1.4% |
| 30D | +2.4% | -20.7% | +23.1% | +4.1% |
| 3M | +26.8% | +20.2% | +6.7% | +23.3% |
| 6M | +41.5% | -11.9% | +53.4% | +41.3% |
| YTD | +15.5% | -30.3% | +45.8% | +13.6% |
| 1Y | +6.6% | -44.6% | +51.2% | +8.6% |
| All | +6.6% | -45.4% | +51.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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