+111.3%
DOCN vs CRBG
+37.1%
+74.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | +19.8% | -1.6% | +21.4% | +20.6% |
| 30D | +8.4% | +2.4% | +6.1% | +6.6% |
| 3M | -23.6% | +26.8% | -50.4% | -35.1% |
| 6M | +111.3% | +41.5% | +69.8% | +70.4% |
| All | +111.3% | +37.1% | +74.3% | +70.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling