+101.1%
DE vs CRBG
+117.3%
-16.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.7% |
| 7D | -2.6% | +0.6% | -3.1% | -2.7% |
| 30D | +9.0% | +2.6% | +6.4% | +8.2% |
| 3M | +19.1% | +24.0% | -4.9% | +12.4% |
| 6M | +14.4% | +50.5% | -36.1% | +2.0% |
| YTD | +45.9% | +17.1% | +28.8% | +38.7% |
| 1Y | +43.6% | +5.9% | +37.7% | +40.0% |
| 3Y | +75.9% | +122.7% | -46.8% | +35.8% |
| All | +101.1% | +117.3% | -16.2% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling