+36.8%
DT vs CRBG
+117.3%
-80.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +3.0% | +2.6% | +0.4% | +2.0% |
| 3M | +26.5% | +24.0% | +2.5% | +17.2% |
| 6M | +35.9% | +50.5% | -14.6% | +17.0% |
| YTD | +17.8% | +17.1% | +0.7% | +10.5% |
| 1Y | +4.1% | +5.9% | -1.8% | +0.8% |
| 3Y | +5.3% | +122.7% | -117.4% | -20.0% |
| All | +36.8% | +117.3% | -80.5% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling