-64.4%
CSGP vs CRBG
+4.4%
-68.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.3% |
| 7D | +1.1% | +6.5% | -5.4% | -0.7% |
| 30D | +6.2% | +10.0% | -3.7% | +3.4% |
| 3M | -5.1% | +35.1% | -40.2% | -12.9% |
| 6M | -32.3% | +41.1% | -73.4% | -39.2% |
| YTD | -52.9% | +17.4% | -70.3% | -54.9% |
| All | -64.4% | +4.4% | -68.8% | -66.0% |
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 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