+98.3%
CRS vs CRBG
+3.6%
+94.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -0.2% | +5.7% | -5.9% | -1.4% |
| 30D | -16.6% | +2.6% | -19.3% | -17.1% |
| 3M | -3.5% | +31.6% | -35.1% | -9.5% |
| 6M | +15.4% | +32.8% | -17.4% | +6.9% |
| YTD | +51.2% | +16.5% | +34.7% | +40.2% |
| 1Y | +98.3% | +6.1% | +92.2% | +89.4% |
| All | +98.3% | +3.6% | +94.7% | +89.4% |
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