+204.8%
DOCN vs CRBG
+111.5%
+93.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.1% | +14.7% | +13.7% |
| 7D | +16.3% | +4.9% | +11.4% | +13.3% |
| 30D | +2.0% | +0.2% | +1.8% | +1.8% |
| 3M | -25.2% | +25.5% | -50.6% | -34.0% |
| 6M | +132.7% | +35.7% | +97.0% | +97.1% |
| YTD | +163.3% | +14.0% | +149.3% | +142.1% |
| 1Y | +280.3% | +3.9% | +276.4% | +264.7% |
| 3Y | +371.8% | +118.8% | +253.0% | +228.9% |
| All | +204.8% | +111.5% | +93.3% | +118.6% |
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 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