+18.6%
D vs CRBG
+4.4%
+14.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.0% |
| 7D | +0.4% | +6.5% | -6.1% | +0.2% |
| 30D | -3.5% | +10.0% | -13.5% | -3.9% |
| 3M | +2.0% | +35.1% | -33.0% | +0.3% |
| 6M | +7.6% | +41.1% | -33.5% | +5.6% |
| YTD | +16.4% | +17.4% | -1.0% | +15.1% |
| All | +18.6% | +4.4% | +14.2% | +18.7% |
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