+5.9%
CRBG vs TAP
-17.5%
+23.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.3% |
| 7D | +0.6% | -3.9% | +4.5% | +0.9% |
| 30D | +2.6% | -5.3% | +7.9% | +3.1% |
| 3M | +24.0% | -3.8% | +27.8% | +24.2% |
| 6M | +50.5% | -11.4% | +61.9% | +50.6% |
| YTD | +17.1% | -13.7% | +30.9% | +17.5% |
| 1Y | +5.9% | -17.2% | +23.1% | +7.2% |
| All | +5.9% | -17.5% | +23.4% | +7.2% |
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