+42.8%
DECK vs CRBG
+112.0%
-69.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -4.2% | +0.8% | -5.0% | -4.5% |
| 30D | -17.7% | -1.9% | -15.7% | -17.1% |
| 3M | -28.7% | +23.6% | -52.3% | -34.1% |
| 6M | -23.1% | +36.5% | -59.6% | -31.9% |
| YTD | -22.6% | +14.3% | -36.9% | -27.1% |
| 1Y | -30.5% | +4.8% | -35.3% | -32.7% |
| 3Y | -8.7% | +119.3% | -128.0% | -29.1% |
| All | +42.8% | +112.0% | -69.2% | +11.7% |
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