-35.7%
DOW vs CRBG
+122.1%
-157.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.5% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -3.9% | +2.6% | -6.6% | -4.8% |
| 3M | -12.7% | +24.0% | -36.7% | -19.0% |
| 6M | -13.7% | +50.5% | -64.2% | -26.5% |
| YTD | +28.4% | +17.1% | +11.3% | +21.2% |
| 1Y | +21.8% | +5.9% | +15.9% | +19.6% |
| 3Y | -35.7% | +122.7% | -158.4% | -50.7% |
| All | -35.7% | +122.1% | -157.8% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling