+115.6%
CRBG vs RRC
+37.3%
+78.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +0.6% | -1.8% | +2.4% | +1.0% |
| 30D | +2.6% | +2.7% | 0.0% | +2.0% |
| 3M | +24.0% | +8.8% | +15.2% | +21.0% |
| 6M | +50.5% | -1.2% | +51.7% | +49.6% |
| YTD | +17.1% | +17.6% | -0.4% | +10.3% |
| 1Y | +5.9% | +18.4% | -12.6% | -1.3% |
| 3Y | +122.7% | +33.1% | +89.6% | +97.4% |
| All | +115.6% | +37.3% | +78.3% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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