+115.6%
CRBG vs RBA
+38.6%
+77.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +2.6% | -2.9% | +5.6% | +3.5% |
| 3M | +24.0% | -20.9% | +44.9% | +31.6% |
| 6M | +50.5% | -17.7% | +68.2% | +57.3% |
| YTD | +17.1% | -18.2% | +35.3% | +22.5% |
| 1Y | +5.9% | -29.1% | +35.0% | +15.9% |
| 3Y | +122.7% | +29.5% | +93.2% | +106.3% |
| All | +115.6% | +38.6% | +77.0% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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