+5.9%
CRBG vs RCAT
-14.2%
+20.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +0.6% | -4.9% | +5.5% | +0.9% |
| 30D | +2.6% | -22.9% | +25.5% | +4.2% |
| 3M | +24.0% | -33.7% | +57.7% | +26.6% |
| 6M | +50.5% | -50.7% | +101.3% | +55.4% |
| YTD | +17.1% | +0.4% | +16.8% | +11.4% |
| 1Y | +5.9% | -27.6% | +33.5% | +4.2% |
| All | +5.9% | -14.2% | +20.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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