+115.6%
CRBG vs TAP
-12.3%
+128.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.2% |
| 7D | +0.6% | -3.9% | +4.5% | +1.4% |
| 30D | +2.6% | -5.3% | +7.9% | +3.7% |
| 3M | +24.0% | -3.8% | +27.8% | +24.7% |
| 6M | +50.5% | -11.4% | +61.9% | +53.7% |
| YTD | +17.1% | -13.7% | +30.9% | +19.9% |
| 1Y | +5.9% | -17.2% | +23.1% | +9.3% |
| 3Y | +122.7% | -33.1% | +155.8% | +140.3% |
| All | +115.6% | -12.3% | +128.0% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling