+122.7%
CRBG vs GWRE
+50.1%
+72.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +0.6% | -13.2% | +13.8% | +2.8% |
| 30D | +2.6% | -18.6% | +21.2% | +5.3% |
| 3M | +24.0% | +18.9% | +5.1% | +18.2% |
| 6M | +50.5% | -11.0% | +61.5% | +50.0% |
| YTD | +17.1% | -29.9% | +47.0% | +22.1% |
| 1Y | +5.9% | -44.3% | +50.2% | +16.4% |
| 3Y | +122.7% | +51.7% | +71.1% | +97.9% |
| All | +122.7% | +50.1% | +72.6% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling