+57.9%
DLR vs CRBG
+122.1%
-64.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -4.3% | +2.6% | -6.9% | -4.8% |
| 3M | +3.8% | +24.0% | -20.2% | -0.7% |
| 6M | +5.8% | +50.5% | -44.7% | -3.0% |
| YTD | +23.5% | +17.1% | +6.4% | +18.8% |
| 1Y | +11.1% | +5.9% | +5.2% | +8.8% |
| 3Y | +57.9% | +122.7% | -64.8% | +25.6% |
| All | +57.9% | +122.1% | -64.2% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling