-23.5%
DPZ vs CRBG
+4.4%
-27.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.3% |
| 7D | +4.5% | +6.5% | -2.0% | +3.8% |
| 30D | -5.6% | +10.0% | -15.6% | -6.6% |
| 3M | +13.8% | +35.1% | -21.2% | +10.1% |
| 6M | -14.1% | +41.1% | -55.2% | -17.7% |
| YTD | -15.8% | +17.4% | -33.2% | -18.7% |
| All | -23.5% | +4.4% | -27.9% | -26.2% |
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