-58.1%
CSGP vs CRBG
+114.2%
-172.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.7% |
| 6M | -36.3% | +41.5% | -77.9% | -42.8% |
| YTD | -56.1% | +15.5% | -71.6% | -58.2% |
| 1Y | -65.8% | +6.6% | -72.4% | -66.9% |
| 3Y | -64.3% | +121.6% | -185.9% | -72.8% |
| All | -58.1% | +114.2% | -172.4% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling