-56.9%
CSGP vs CRBG
+111.5%
-168.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.2% |
| 7D | -5.1% | +4.9% | -10.0% | -6.5% |
| 30D | +0.3% | +0.2% | +0.1% | +0.2% |
| 3M | -9.1% | +25.5% | -34.6% | -15.1% |
| 6M | -37.3% | +35.7% | -73.0% | -43.0% |
| YTD | -54.9% | +14.0% | -68.9% | -56.9% |
| 1Y | -65.5% | +3.9% | -69.4% | -66.3% |
| 3Y | -63.3% | +118.8% | -182.1% | -71.9% |
| All | -56.9% | +111.5% | -168.5% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling