+13.7%
DOCU vs CRBG
+20.9%
-7.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -3.7% | +2.6% | -6.3% | -4.5% |
| 30D | +15.0% | +4.0% | +10.9% | +13.4% |
| 3M | +39.9% | +15.5% | +24.4% | +33.0% |
| 6M | +66.2% | +36.0% | +30.2% | +48.8% |
| YTD | +17.7% | +23.3% | -5.6% | +10.6% |
| 1Y | +13.7% | +19.9% | -6.2% | +7.8% |
| All | +13.7% | +20.9% | -7.2% | +7.8% |
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