-47.3%
DOCS vs CRBG
+20.9%
-68.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +5.0% | +6.2% |
| 7D | +1.2% | +2.6% | -1.4% | +0.9% |
| 30D | +21.3% | +4.0% | +17.3% | +20.7% |
| 3M | +58.4% | +15.5% | +42.9% | +55.1% |
| 6M | +39.3% | +36.0% | +3.3% | +33.6% |
| YTD | -21.7% | +23.3% | -45.0% | -22.6% |
| 1Y | -47.3% | +19.9% | -67.2% | -47.1% |
| All | -47.3% | +20.9% | -68.3% | -47.1% |
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