-3.8%
DPZ vs CRBG
+117.3%
-121.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | -8.6% | +0.6% | -9.2% | -8.7% |
| 30D | -11.9% | +2.6% | -14.5% | -12.3% |
| 3M | +0.4% | +24.0% | -23.6% | -3.2% |
| 6M | -19.9% | +50.5% | -70.4% | -25.4% |
| YTD | -24.4% | +17.1% | -41.5% | -26.9% |
| 1Y | -30.4% | +5.9% | -36.3% | -31.7% |
| 3Y | -17.4% | +122.7% | -140.1% | -29.3% |
| All | -3.8% | +117.3% | -121.1% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling