+8.6%
DUK vs CRBG
+24.2%
-15.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.9% | +0.5% | +1.4% | +1.9% |
| 30D | +10.5% | +5.3% | +5.2% | +10.8% |
| 3M | +7.3% | +4.9% | +2.5% | +7.6% |
| 6M | +5.7% | +33.6% | -27.9% | +6.8% |
| YTD | +12.9% | +22.2% | -9.3% | +13.0% |
| 1Y | +8.6% | +23.2% | -14.6% | +8.5% |
| All | +8.6% | +24.2% | -15.6% | +8.5% |
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