-12.8%
CRDO vs CRBG
+23.1%
-35.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +24.5% | +5.1% | +19.4% | +22.8% |
| 30D | -29.5% | +4.6% | -34.1% | -29.7% |
| 3M | -47.9% | +7.2% | -55.1% | -48.1% |
| 6M | -29.6% | +40.0% | -69.6% | -35.1% |
| YTD | -2.8% | +22.4% | -25.2% | -10.2% |
| 1Y | -12.8% | +22.5% | -35.3% | -18.8% |
| All | -12.8% | +23.1% | -35.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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