-98.3%
DFNS vs CRBG
+3.6%
-101.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.5% |
| 7D | -16.0% | +5.7% | -21.7% | -21.2% |
| 30D | -77.7% | +2.6% | -80.3% | -78.4% |
| 3M | -77.2% | +31.6% | -108.8% | -81.2% |
| 6M | -95.2% | +32.8% | -128.0% | -96.0% |
| YTD | -98.0% | +16.5% | -114.4% | -98.1% |
| 1Y | -98.3% | +6.1% | -104.3% | -98.4% |
| All | -98.3% | +3.6% | -101.8% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling