-99.9%
DFNS vs CRBG
+117.3%
-217.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -2.5% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -74.0% | +2.6% | -76.6% | -73.9% |
| 3M | -70.1% | +24.0% | -94.1% | -69.4% |
| 6M | -93.9% | +50.5% | -144.4% | -93.5% |
| YTD | -98.1% | +17.1% | -115.2% | -98.1% |
| 1Y | -98.3% | +5.9% | -104.2% | -98.4% |
| 3Y | -99.9% | +122.7% | -222.6% | -99.9% |
| All | -99.9% | +117.3% | -217.2% | -99.9% |
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