-31.8%
DECK vs CRBG
+4.4%
-36.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.2% |
| 7D | -2.1% | +6.5% | -8.6% | -4.1% |
| 30D | -15.4% | +10.0% | -25.4% | -17.9% |
| 3M | -21.3% | +35.1% | -56.4% | -28.1% |
| 6M | -23.1% | +41.1% | -64.2% | -31.0% |
| YTD | -18.5% | +17.4% | -35.9% | -23.8% |
| All | -31.8% | +4.4% | -36.2% | -37.0% |
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