-22.4%
DOCS vs CRBG
+111.5%
-133.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -6.7% |
| 7D | -7.3% | +4.9% | -12.2% | -8.6% |
| 30D | -10.9% | +0.2% | -11.1% | -11.1% |
| 3M | +20.3% | +25.5% | -5.2% | +11.5% |
| 6M | -3.6% | +35.7% | -39.3% | -14.0% |
| YTD | -44.9% | +14.0% | -58.9% | -47.9% |
| 1Y | -64.9% | +3.9% | -68.8% | -65.8% |
| 3Y | +7.6% | +118.8% | -111.2% | -25.7% |
| All | -22.4% | +111.5% | -133.9% | -44.4% |
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 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