-6.0%
DECK vs CRBG
+123.3%
-129.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.7% | -2.9% |
| 7D | -2.3% | +4.9% | -7.3% | -4.2% |
| 30D | -15.2% | +0.2% | -15.5% | -15.4% |
| 3M | -24.7% | +25.5% | -50.2% | -31.3% |
| 6M | -20.8% | +35.7% | -56.5% | -30.2% |
| YTD | -20.3% | +14.0% | -34.4% | -25.2% |
| 1Y | -29.5% | +3.9% | -33.4% | -31.6% |
| 3Y | -6.0% | +118.8% | -124.8% | -18.2% |
| All | -6.0% | +123.3% | -129.3% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling