+1,288.0%
CRDO vs CRBG
+117.3%
+1,170.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.9% |
| 7D | -4.5% | +0.6% | -5.0% | -4.8% |
| 30D | -39.2% | +2.6% | -41.9% | -40.6% |
| 3M | -38.5% | +24.0% | -62.4% | -47.0% |
| 6M | +40.6% | +50.5% | -9.9% | +6.5% |
| YTD | +13.2% | +17.1% | -3.9% | -1.0% |
| 1Y | +2.3% | +5.9% | -3.6% | -5.3% |
| 3Y | +942.5% | +122.7% | +819.8% | +543.6% |
| All | +1,288.0% | +117.3% | +1,170.7% | +751.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling