+102.3%
DAL vs CRBG
+122.1%
-19.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.7% |
| 30D | -11.1% | +2.6% | -13.8% | -12.5% |
| 3M | -2.1% | +24.0% | -26.1% | -14.3% |
| 6M | +35.8% | +50.5% | -14.7% | +5.5% |
| YTD | +16.0% | +17.1% | -1.1% | +4.3% |
| 1Y | +33.7% | +5.9% | +27.8% | +27.0% |
| 3Y | +102.3% | +122.7% | -20.4% | +52.4% |
| All | +102.3% | +122.1% | -19.8% | +52.4% |
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