+115.6%
CRBG vs TW
+62.2%
+53.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +0.6% | -4.5% | +5.1% | +1.7% |
| 30D | +2.6% | -2.3% | +4.9% | +3.1% |
| 3M | +24.0% | +2.6% | +21.4% | +22.6% |
| 6M | +50.5% | -17.5% | +68.1% | +57.4% |
| YTD | +17.1% | -5.3% | +22.4% | +17.2% |
| 1Y | +5.9% | -14.8% | +20.7% | +9.4% |
| 3Y | +122.7% | +18.8% | +103.9% | +105.1% |
| All | +115.6% | +62.2% | +53.4% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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