+71.6%
CRH vs CRBG
+122.1%
-50.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | -6.1% | +0.6% | -6.6% | -6.3% |
| 30D | -9.3% | +2.6% | -11.9% | -10.4% |
| 3M | -15.2% | +24.0% | -39.2% | -23.0% |
| 6M | -14.2% | +50.5% | -64.7% | -28.8% |
| YTD | -28.3% | +17.1% | -45.4% | -33.8% |
| 1Y | -21.8% | +5.9% | -27.7% | -24.9% |
| 3Y | +71.6% | +122.7% | -51.1% | +18.2% |
| All | +71.6% | +122.1% | -50.5% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling