+10.3%
DIA vs CRBG
+13.0%
-2.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -2.2% |
| 7D | -1.6% | -3.0% | +1.4% | -0.9% |
| 30D | 0.0% | -2.6% | +2.6% | +0.6% |
| 3M | -4.9% | +2.7% | -7.6% | -5.6% |
| 6M | +5.0% | +22.2% | -17.2% | 0.0% |
| YTD | +8.2% | +16.5% | -8.3% | +3.9% |
| 1Y | +10.3% | +16.9% | -6.6% | +5.6% |
| All | +10.3% | +13.0% | -2.7% | +5.6% |
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