+115.6%
CRBG vs TDY
+63.6%
+52.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.7% |
| 7D | +0.6% | -1.1% | +1.7% | +1.2% |
| 30D | +2.6% | -12.0% | +14.7% | +10.6% |
| 3M | +24.0% | -3.2% | +27.2% | +25.7% |
| 6M | +50.5% | -7.9% | +58.4% | +56.5% |
| YTD | +17.1% | +18.2% | -1.1% | +2.5% |
| 1Y | +5.9% | +6.7% | -0.8% | -0.9% |
| 3Y | +122.7% | +47.5% | +75.2% | +69.4% |
| All | +115.6% | +63.6% | +52.0% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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