+6.0%
DT vs CRBG
+4.4%
+1.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +2.3% |
| 7D | -1.3% | +6.5% | -7.8% | -3.6% |
| 30D | +15.4% | +10.0% | +5.5% | +11.5% |
| 3M | +21.5% | +35.1% | -13.6% | +9.4% |
| 6M | +42.4% | +41.1% | +1.3% | +25.4% |
| YTD | +21.7% | +17.4% | +4.3% | +14.6% |
| All | +6.0% | +4.4% | +1.6% | +4.2% |
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