-11.5%
CRS vs CRBG
+13.0%
-24.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -3.3% |
| 7D | -6.6% | -3.0% | -3.7% | -6.0% |
| 30D | -29.5% | -2.6% | -26.8% | -29.1% |
| 3M | -51.1% | +2.7% | -53.7% | -51.3% |
| 6M | -37.3% | +22.2% | -59.5% | -40.2% |
| YTD | -11.2% | +16.5% | -27.8% | -19.2% |
| 1Y | -11.5% | +16.9% | -28.4% | -19.3% |
| All | -11.5% | +13.0% | -24.4% | -19.3% |
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