+233.6%
DASH vs CRBG
+112.0%
+121.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -12.8% | +0.8% | -13.7% | -13.1% |
| 30D | -6.0% | -1.9% | -4.1% | -5.4% |
| 3M | +26.7% | +23.6% | +3.1% | +16.0% |
| 6M | +11.7% | +36.5% | -24.8% | -2.1% |
| YTD | -12.9% | +14.3% | -27.2% | -18.4% |
| 1Y | -23.1% | +4.8% | -27.9% | -25.8% |
| 3Y | +140.0% | +119.3% | +20.7% | +66.8% |
| All | +233.6% | +112.0% | +121.6% | +141.6% |
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