+54.5%
DECK vs CRBG
+129.5%
-75.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.3% |
| 7D | +0.1% | +6.6% | -6.5% | -2.2% |
| 30D | +4.8% | +7.1% | -2.2% | +2.2% |
| 3M | -6.9% | +6.7% | -13.7% | -9.3% |
| 6M | -7.6% | +39.7% | -47.2% | -18.5% |
| YTD | -16.3% | +23.7% | -39.9% | -23.5% |
| 1Y | +4.5% | +29.1% | -24.6% | -6.1% |
| 3Y | -17.1% | +105.0% | -122.1% | -34.7% |
| All | +54.5% | +129.5% | -75.0% | +17.3% |
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