-64.2%
CSGP vs CRBG
+119.0%
-183.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -6.9% | -1.6% | -5.3% | -6.5% |
| 30D | -5.2% | +2.4% | -7.6% | -5.9% |
| 3M | -13.8% | +26.8% | -40.7% | -19.5% |
| 6M | -36.3% | +41.5% | -77.9% | -42.6% |
| YTD | -56.1% | +15.5% | -71.6% | -58.1% |
| 1Y | -65.8% | +6.6% | -72.4% | -66.8% |
| All | -64.2% | +119.0% | -183.2% | -71.4% |
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 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