-15.8%
DPZ vs CRBG
+119.0%
-134.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -8.6% | -1.6% | -6.9% | -8.3% |
| 30D | -11.2% | +2.4% | -13.6% | -11.5% |
| 3M | +1.4% | +26.8% | -25.4% | -2.5% |
| 6M | -19.9% | +41.5% | -61.4% | -24.5% |
| YTD | -23.0% | +15.5% | -38.5% | -25.4% |
| 1Y | -28.2% | +6.6% | -34.8% | -29.6% |
| All | -15.8% | +119.0% | -134.8% | -24.6% |
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