+42.1%
DECK vs CRBG
+114.2%
-72.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -5.5% | -1.6% | -3.8% | -4.9% |
| 30D | -14.9% | +2.4% | -17.2% | -15.7% |
| 3M | -28.2% | +26.8% | -55.0% | -34.3% |
| 6M | -24.1% | +41.5% | -65.6% | -33.6% |
| YTD | -22.9% | +15.5% | -38.4% | -27.7% |
| 1Y | -30.0% | +6.6% | -36.6% | -32.7% |
| 3Y | -9.1% | +121.6% | -130.7% | -29.7% |
| All | +42.1% | +114.2% | -72.1% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling