+61.6%
DDOG vs CRBG
+3.6%
+58.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | -10.1% | +5.7% | -15.9% | -11.6% |
| 30D | -24.8% | +2.6% | -27.4% | -25.3% |
| 3M | -12.6% | +31.6% | -44.2% | -20.2% |
| 6M | +79.9% | +32.8% | +47.1% | +61.2% |
| YTD | +56.6% | +16.5% | +40.1% | +49.2% |
| 1Y | +61.6% | +6.1% | +55.5% | +61.0% |
| All | +61.6% | +3.6% | +58.0% | +61.0% |
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