+25.3%
DG vs CRBG
+3.6%
+21.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +8.4% | +5.7% | +2.7% | +7.0% |
| 30D | +4.9% | +2.6% | +2.3% | +4.3% |
| 3M | +29.3% | +31.6% | -2.2% | +21.4% |
| 6M | -11.3% | +32.8% | -44.1% | -17.1% |
| YTD | +1.8% | +16.5% | -14.7% | -3.1% |
| 1Y | +25.3% | +6.1% | +19.3% | +17.9% |
| All | +25.3% | +3.6% | +21.8% | +17.9% |
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 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