+142.5%
DASH vs CRBG
+122.1%
+20.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.1% |
| 7D | -4.6% | +0.6% | -5.2% | -4.8% |
| 30D | -5.0% | +2.6% | -7.6% | -6.0% |
| 3M | +30.6% | +24.0% | +6.6% | +19.7% |
| 6M | +19.2% | +50.5% | -31.4% | +1.0% |
| YTD | -10.8% | +17.1% | -28.0% | -17.2% |
| 1Y | -22.4% | +5.9% | -28.3% | -25.4% |
| 3Y | +142.5% | +122.7% | +19.7% | +81.4% |
| All | +142.5% | +122.1% | +20.3% | +81.4% |
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