-44.9%
DG vs CRBG
+117.3%
-162.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | -6.5% | +0.6% | -7.1% | -6.5% |
| 30D | +4.2% | +2.6% | +1.5% | +3.9% |
| 3M | +9.5% | +24.0% | -14.5% | +7.7% |
| 6M | -13.1% | +50.5% | -63.7% | -15.6% |
| YTD | -4.8% | +17.1% | -22.0% | -6.6% |
| 1Y | +20.6% | +5.9% | +14.7% | +18.7% |
| 3Y | +4.9% | +122.7% | -117.8% | -4.2% |
| All | -44.9% | +117.3% | -162.2% | -48.7% |
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