+52.7%
DECK vs CRBG
+116.0%
-63.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -2.2% | +5.7% | -7.9% | -4.3% |
| 30D | -13.6% | +2.6% | -16.2% | -14.5% |
| 3M | -21.2% | +31.6% | -52.8% | -28.9% |
| 6M | -21.1% | +32.8% | -53.9% | -29.4% |
| YTD | -17.2% | +16.5% | -33.7% | -22.6% |
| 1Y | -30.7% | +6.1% | -36.8% | -33.3% |
| 3Y | -3.4% | +125.4% | -128.7% | -25.7% |
| All | +52.7% | +116.0% | -63.4% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling