+6.1%
CRBG vs TAP
-14.5%
+20.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +5.7% | -2.3% | +8.0% | +5.8% |
| 30D | +2.6% | -2.1% | +4.8% | +2.8% |
| 3M | +31.6% | +6.6% | +25.0% | +31.1% |
| 6M | +32.8% | -11.5% | +44.3% | +32.6% |
| YTD | +16.5% | -10.3% | +26.7% | +16.5% |
| 1Y | +6.1% | -14.4% | +20.5% | +6.8% |
| All | +6.1% | -14.5% | +20.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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